Join our industry practitioners for focused discussions on quantitative methods, risk assessment frameworks, and analytical approaches used in modern financial decision-making across Australian markets.
We've lined up sessions that cover practical aspects of financial modelling, data interpretation, and risk evaluation. Each webinar runs 90 minutes and includes time for questions. Most sessions happen monthly, and we're scheduling through October 2025.
We'll walk through how institutional investors evaluate commercial property deals in Melbourne and Sydney. Covers discount rate selection, vacancy assumptions, and what happens when interest rates shift unexpectedly.
90 minutes
Looking at newer approaches to option valuation when volatility isn't constant. We'll discuss jump-diffusion models and how traders actually use these frameworks in practice rather than just theory.
90 minutes
Small business lending requires different analytical tools than corporate credit. We'll examine what regional banks look at when evaluating loan applications and how they adjust models for different industry sectors.
90 minutes
Quantitative Analysis Specialist
Spent twelve years building pricing models for an investment bank's derivatives desk before moving into education. Her background includes stochastic calculus applications and volatility surface construction. Now focuses on making complex quantitative concepts accessible without oversimplifying the mathematics.
Credit & Real Assets Analyst
Started in commercial property valuation before transitioning to credit analysis at a regional bank. Has reviewed hundreds of loan applications and property deals across Victoria and NSW. Brings a practical perspective on how theoretical frameworks actually get applied when making lending decisions.
These aren't survey courses. We go deep on specific techniques and show you the calculations, assumptions, and adjustments that professionals make when analyzing real financial situations.
Learn how to structure spreadsheet models that balance accuracy with usability. We cover sensitivity analysis, scenario planning, and when to use Monte Carlo simulation versus deterministic approaches.
Understanding what financial data actually tells you requires knowing its limitations. We discuss data quality issues, appropriate time horizons for different analyses, and how to spot potential problems in datasets.
Theoretical risk models need adjustment for real-world conditions. Sessions cover how practitioners modify standard frameworks for specific situations and industries, particularly in the Australian market context.
Asset allocation decisions require understanding correlation structures, expected returns, and risk contribution. Sessions cover optimization techniques and the practical constraints that modify theoretical portfolios.
Ask about specific topics
Whether analyzing equities, property, or fixed income, the principles remain consistent. We examine DCF models, comparable transactions analysis, and how to adjust valuations for different risk profiles.
Get session detailsIdentifying, measuring, and managing financial risk requires both quantitative skills and judgment. Our sessions explore VaR calculations, stress testing approaches, and hedge effectiveness measurement.
Learn more