25/09/2026
Derivatives pricing and risk models often depend on understanding the relationship between financial variables - and this is where copulas can play an important role.
Join IIQF for an expert-led webinar:
Copulas for Derivative Pricing, Valuation & Risk Models
The session will cover:
- Fundamentals and applications of copulas
- Copula-based modelling for derivative trading, pricing, valuation and risk management
- Key methods, along with their merits and limitations
- Emerging research and application areas
The session will be led by Sanjay Bhatia, a Risk Management, Quantitative Modelling & Analytics professional with 18+ years of experience across institutions including Barclays, RBS, Credit Suisse, UBS and Citi.
Date: 03 October 2026, Saturday
Time: 11:30 AM IST
Format: Online
If you work in quantitative finance, financial engineering, derivatives or risk management, this session offers a focused look at an important modelling approach.
Register now at https://lnkd.in/diigTPzn