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Founded by passionate advocates of learning and innovation, Learni set out to make professional training accessible to everyone, everywhere in the world. Our team works in the largest cities such as Paris, Lyon, Marseille, and internationally, to support talents and organizations in their skills development.
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The Training Monte Carlo Simulation in Finance - Modeling Risks and Valuations training is delivered in-person or remotely (blended-learning, e-learning, virtual classroom, remote in-person). At Learni, a Qualiopi-certified training organization, each program is designed to maximize skills acquisition, regardless of the training mode chosen.
The trainer alternates between demonstrative, interrogative, and active methods (through practical exercises and/or real-world scenarios). This pedagogical approach ensures concrete and directly applicable learning in the workplace.
To ensure the quality of the Training Monte Carlo Simulation in Finance - Modeling Risks and Valuations training, Learni provides the following teaching resources:
For in-house training at a location external to Learni, the client ensures and commits to having all necessary teaching materials (IT equipment, internet connection...) for the proper conduct of the training action in accordance with the prerequisites indicated in the communicated training program.
The assessment of skills acquired during the Training Monte Carlo Simulation in Finance - Modeling Risks and Valuations training is carried out through:
Learni is committed to the accessibility of its professional training programs. All our training programs are accessible to people with disabilities. Our teams are available to adapt teaching methods to your specific needs. Do not hesitate to contact us for any accommodation request.
Learni training programs are available for inter-company and intra-company settings, both in-person and remote. Registration is possible up to 48 business hours before the start of training. Our programs are eligible for OPCO, Pôle emploi, and FNE-Formation funding. Contact us to discuss your training project and funding possibilities.
Introduction to Monte Carlo methods. Probabilistic principles and random variable generation. Setup in Excel and Python. Applications to options valuation. Practical exercises on concrete market risk cases. Start of the ongoing project: portfolio modeling. Management of correlations and volatilities. Hands-on practice with real company data. Analysis of initial probabilistic results.
Simulations for Value at Risk (VaR) and stress tests. Portfolio optimization with Monte Carlo. Integration of macroeconomic factors. Professional exercises on credit risk and derivatives. Finalization of the ongoing project with sensitivity analysis. Interpretation of result distributions. Best practices for enterprise implementation. Real case studies of avoided losses. Deployment of certified models.
Target audience
Financial analysts, quants, risk managers, and management controllers seeking to enhance skills in probabilistic modeling
Prerequisites
Basics in probability, statistics, and finance. Proficiency in advanced Excel or Python for simulations
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