Course Highlights at a Glance
DAY ONE
From Concept to CUSIP (How a structured note is created)
Capital Guaranteed Products
Challenges Posed by Low Interest Rates
CPPI (Constant Proportion Portfolio Insurance)
Snowball Structures
Target Level Forwards
Correlation, Property & Inflation Derivatives
DAY TWO
Structured Products Market
Where Credit and Equity Derivatives Meet
Structured Notes and Reverse Engineering Workshop
Highly practical course containing many hands on workshops.
Delegates are encouraged to bring along Excel enabled PCs.
Key Learning Objectives
• Unlock new ideas for complex structured products
• Best practice techniques for creating and analysing structured products
• New derivatives on volatility
• Seminar includes hundreds of pages of written materials as well as many spreadsheets which are completely unlocked and available for you to use
• Highly practical seminar which includes data from Thomson Reuters Eikon
Who will be attending:
• Traders / Dealers
• Sales Professionals
• Quantitative Analysts
• Risk Managers
• Treasurers
• Financial Engineers
• Structurers
• Investment Advisors
• Regulators
• Hedge Fund Managers
• Researchers
• System Developers / Software Engineers
• Plus anyone who deal with derivatives and structured products
Teaching Methodology
This highly practical course will enable you to learn from a true expert in his field. Through presentation, case studies and group discussions, you will enjoy an intermediate to advanced level description of a wide variety of current topics. Key concepts will be retained through the use of many illustrative examples. In particular, we use many spreadsheet examples as well as “stories from the field” to illustrate the relevant points and help you make the transition from theory to practice with outstanding results. The focus of the course is always on the practical rather than the theoretical.
What Others Say…
“Fantastic delivery – really enjoyed the practical world explanations and examples used, rather than purely focussing on the theoretical.”
Past participant, Westpac
“Very practical and intuitive (not much of formulas and complex models).”
Past participant, Kookmin Bank
“He is an excellent presenter with the right approach to sharing information. He not only gives you the concept, he illustrates this and enforces it with a spreadsheet which shows you how to implement the theory in your daily routine. Too many ‘trainers’ present the theory and leave you to figure out how to implement the concept and trade it. This is a waste of time and money. Izzy gave us a ‘One-stop Shop’.”
Past participant, Westpac
