Derivatives - Training Resources

Commodities and Commodity Derivatives Course Outline The current explosion of activity in commodity markets - expressed by the amount of capital flowing into this asset class and the remarkable growth of hybrids, structured notes and commodities indexes - makes this course essential for all those needing a thorough and detailed understanding of both spot and derivative transactions. The programme will cover fundamental issues such  more...

FX Exotic Options ...elop a solid understanding of the current exotic currency derivatives used in international treasury management. This will give participants the mathematical and practical background necessary to deal with all the products on the market. Delegates are entitled to a 30 discount on Uwe's book, FX Options & Structured Products Guest speaker Tino Senge: Quantitative Analytics Group, Barclays  more...

Property Derivatives ...models and applications related to the latest real-estate derivatives will be covered in this course. The first day is dedicated to forwards and futures and to the introduction of a new type of modelling based on mean-reverting models with nonlinear trend. Day two covers total return swaps and options pricing and risk calculations based on value-at-risk and expected shortfall measures. Who The  more...

Volatility Trading and Managing Risk ...ions on the application of a range of standard volatility derivatives such as VIX futures and options and volatility swaps. The final part of the programme covers the treatment of volatility in the more popular stochastic volatility models used in the industry such as SABR and Heston and provides insights into the most relevant approaches to modelling volatility under current market conditions.  more...

Implementing Fundamental Quantitative Techniques ... * Risk managers * System developers * Traders and derivatives teams * Consultants and brokers Objectives To provide practitioners with a practical understanding of how a range of tools can be used to manage analyse and price financial instruments. Participants will study: * Principal components * Duration and the impact of convexity * Methods of interpolation, their  more...

Advanced Mathematics Financial Tools and Applications ...nd principles used for calculating the price of financial derivatives. The Black-Scholes model is used as the starting point but gradually the level of complexity is increased to discuss the jump-diffusion models, stochastic volatility models as well as discussions of pricing various exotic pay-offs that will be the new vanilla products tomorrow. Who The Course is For Quantitative analysts,  more...

Using Inflation Derivatives in Today s Market ...derivatives and other index-linked products is growing rapidly. The programme covers the mechanics of the instruments, their valuation and how they can be used to take or hedge inflation exposure alone or embedded in other structures. Traders, risk managers, fund managers, project finance and structured finance practitioners, accountants, auditors, consultants and anyone interested in the  more...

Mortgage-Backed Securities Assessment Management of Risk ...day two will deal with balance guaranteed swaps, property derivatives and equity release mortgages. Who the Course is for * Risk Managers * Portfolio Managers * Hedge Fund Managers * Structured Product Desks, Product Controllers and Researchers * Rating agencies involved with mortgage backed securities Prior Knowledge * Basic knowledge of financial markets and instruments  more...

Equity Derivatives Valuation and Management ...derivatives have been growing in importance over a number of years and are now well established in the financial marketplace. This seminar is for anyone who wishes to be able to price, use, manage or evaluate equity derivatives and exotic equity options. More than half of the seminar is devoted to practical small group sessions. Who The Course is For Anyone who wishes to be able to price,  more...

Equity Derivatives Advanced Models ...ces and applies advanced models for the pricing of equity derivatives. The objective of the workshop is to develop a solid understanding of the current frameworks for pricing equity derivatives and to give participants the mathematical and practical background necessary to apply the various pricing methodologies to the market. Delegates are entitled to a 30 discount on Schoutens's book, L vy  more...

BGM Market Models Calibration Smile Pricing and Advances with lessons from the Crisis ...the last generation of financial models for interest rate derivatives, with an importance in pricing and hedging financial products that has grown in the recent market turmoil. Discover new developments and cutting edge techniques in Libor and Swap Market Models. This in-depth course reviews foundations and illustrates the latest advances, including lessons learnt from the financial crisis.  more...

Interest Rate Derivatives Hedging and Managing Risk ...mprehensive seminar on pricing and managing interest rate derivatives. This course is charged and can be booked by the day. Select the days that meet your needs, or participate in the whole course for a thorough grounding in these instruments. Who The Course is For This course is designed for anyone who wishes to be able to price, use, market, manage or evaluate interest rate derivatives  more...

Interest Rate Derivatives 2 Second Generation Techniques ...r on pricing and managing second generation interest rate derivatives. What used to be called exotic interest rate derivatives are now commonplace and an essential part of the financial marketplace. This intensive seminar is for anyone who wishes to be able to use, price, manage, market or evaluate standard second generation interest rate derivatives such as Constant Maturity Swaps and  more...

Quantitative Techniques for Credit Derivatives ...of the current framework for modelling and pricing credit derivatives. Participants will gain the mathematical and practical background necessary to apply the various models in the market and will learn about recent advances in the field. Who The Course is For * Quantitative analysts * Risk managers * Financial engineers * Researchers * and others who are involved in credit risk  more...

Credit Derivatives 2 Practical Implications of Pricing ... Outline The accurate and consistent pricing of credit derivatives is crucial to gaining a competitive edge in today's market. The objective of this workshop is to develop a solid understanding of the current frameworks for pricing credit derivatives and to give participants the mathematical and practical background necessary to evaluate the various pricing methodologies on the market.  more...

Credit Derivatives 1 Risk Management Trading and Arbitrage ...derivatives are integral to making sense of today?s markets. This two-day course provides a comprehensive view of how credit derivatives are used for risk management, to create profitable opportunities through trading and arbitrage, and to create liquidity. It will provide an in-depth description of all credit products including Default Swaps, Total Return Swaps, Credit Linked Notes, CDOs and  more...