Managed and restricted currencies: pegged exchange rates, onshore/offshore marketsįX market risk and the concept of hedgingįorward contracts: strike calculation, settlement and market quotation conventions The spot market ecosystem, electronic trading platforms Market conventions for quotation and settlement He holds a triple first in Natural Sciences and a PhD in Computational and Theoretical Physics, both from the University of Cambridge.Ī Brochure with full details for FX Options and Risk Management He combines these specialist areas with a wide knowledge of general quantitative modelling, gained through years of senior-level engagement in the activities of global cross-asset quant teams.ĭr Dadachanji is the founder and director of Model Quant Solutions, an independent consultancy providing bespoke financial quantitative analysis solutions.
He spent 13 years working as a front-office quant at banks and hedge funds, including NatWest/RBS, Credit Suisse and Standard Chartered Bank, where he held the position of Global Head of FX Quants.ĭr Dadachanji’s areas of expertise are the modelling of FX and Equity derivatives. Recommend to a Colleagueĭr Zareer Dadachanji is a quantitative analysis consultant with over 2 decades of corporate experience, mostly in financial quantitative modelling across a range of asset classes.
Examples and case studies are used throughout the course, both to illustrate concepts and to demonstrate the motivation behind the development of financial products.Ī substantial part of the programme is devoted to workshop sessions, in which delegates are able to work through practical examples and case studies, helping them to understand and retain the knowledge to be applied back at work.Īll delegates receive the latest edition of Dr Zareer Dadachanji's book "FX Barrier Options: A Comprehensive Guide for Industry Quants". This programme will lead you steadily from the basics to the state of the art, and give you the confidence to understand, price, risk-manage and apply a wide variety of FX derivatives products.ĭelegates will gain a solid understanding of the FX markets and an insight into the products and methods that can be used for managing FX market risk. In our globalized world, there are few areas of business left untouched by Foreign Exchange (FX) risk.
0 kommentar(er)
