Event: Ultra Low Latency: Applications and Strategies for High Frequency Trading Across Asset Classes

Organised by: The Mankoff Company.

Event: Advanced Finite Difference Method for Quantitative Finance: Theory, Applications and Computation

Organised by: Jacob Bettany.

Event: Advanced Financial Mathematical Methods – Using Stochastic Volatility and Lévy Processes based models in Finance – Models, Algorithms and Practice

Organised by: Jacob Bettany.

Event: Monte Carlo Methods in Finance

Organised by: Jacob Bettany.

Event: Risk Management and Modelling

Organised by: London Financial Studies.

Event: Managing Exotic Risk

Organised by: London Financial Studies.

Event: Implementing Fundamental Quantitative Techniques

Organised by: London Financial Studies.

Event: Volatility: Trading and Managing Risk

Organised by: London Financial Studies.

Event: Property Derivatives

Organised by: London Financial Studies.

Event: FX Exotic Options

Organised by: London Financial Studies.

Event: Commodities and Commodity Derivatives

Organised by: London Financial Studies.

Event: Maths Refresher

Organised by: London Financial Studies.

Event: Intermediate Mathematics: Understanding Stochastic Calculus

Organised by: London Financial Studies.

Event: The Impact of Economic Data on Financial Markets

Organised by: London Financial Studies.

Event: Asset Allocation and the Business Cycle

Organised by: London Financial Studies.

Event: Using Inflation Derivatives in Today's Market

Organised by: London Financial Studies.

Event: Interest Rate Derivatives 2: Second Generation Techniques

Organised by: London Financial Studies.

Event: Interest Rate Derivatives: Hedging and Managing Risk

Organised by: London Financial Studies.

Event: BGM Market Models: Advances, Calibration, Smile, Pricing

Organised by: London Financial Studies.

Event: Asset Backed Securities: Assessment and Management of Risk

Organised by: London Financial Studies.