Hedge - Training Resources

Commodities and Commodity Derivatives ...of holding commodity baskets to diversify a portfolio and hedge against inflation. Delegates are entitled to a 30 discount on Professor Geman's book, "Commodities and Commodity Derivatives: Modelling and Pricing for Agriculturals, Metals and Energy". Who The Course is For * Commodity traders * Hedge fund managers * Investment bankers * Energy company risk managers * Insurance  more...

Property Derivatives ... derivatives, product control and model validation teams, hedge fund participants aiming at trading on the nascent real-estate derivatives markets, traders, research and policy departments. Prior Knowledge: * Basic knowledge of financial markets and instruments (bonds, swaps, caps, floors, options) in terms of mechanics and elementary pricing. * Basic knowledge of fixed income (yield  more...

Volatility Trading and Managing Risk Course Outline The course starts by providing an understanding of how to estimate volatility and the consequences of the various ways of describing volatile asset prices. This leads into sessions 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  more...

Using Inflation Derivatives in Today s Market ...ents, 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 use and operation of index linked securities and their derivatives.More than half of the seminar is devoted to  more...

Mortgage-Backed Securities Assessment Management of Risk ...rse 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 (bonds, swaps, caps, floors, options) in terms of mechanics and elementary pricing. * Basic knowledge of fixed  more...

Asset Allocation and the Business Cycle Course Outline Understanding how economic fundamentals influence the returns from bonds and stocks in a changing global environment is essential in determining an optimal portfolio asset mix. This course looks at asset allocation in the context of both business cycle dynamics and structural changes in the world economy, including changing patterns of inflation/deflation, shifts in productivity  more...

Convertible Bonds and Securities Course Outline This course explains in detail the broad range of convertible securities and associated applications and trading strategies. Participants will undertake a series of workshops to explain the key ideas including pricing convertible bonds, the incorporation of credit risk, calculating Greeks and simulating trading strategies. Exercises and pricing models are implemented using Excel  more...