Instructor Led Total Return Swaps Training

Modern Credit Derivatives ...scription of all credit products including Default Swaps, Total Return Swaps, Credit Linked Notes, CDOs and CLOs as well as addressing the various motivations and historical development of this market. Up to half of the seminar is devoted to small group sessions with practical exercises, case studies and simulations. Participants take away worked examples for use after the course. New Case  more...

Property Derivatives ...ean-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 Course is For The course is useful for property investment desks and houses, risk managers that have to deal with this array of new derivatives, product control and model validation teams, hedge fund  more...