Interest Rate & Currency Swaps and Volatility Derivatives

Course Benefits
 
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.
 
Course Highlights
• An introduction to swaps strategies, key benefits and pitfalls
• Pricing and hedging techniques
• Risk management
• Interest rates and foreign currency, volatility and variance swaps
 
Key Learning Objectives
• Gain an understanding of the swaps market
• Learn the best practice techniques to pricing and hedging swaps illustrated with practical case studies and simulations
• Get to grips with all the major risk management components
• Master the complexities of a wide range of swaps, including vanilla as well as option embedded swaps
• In addition to uses in interest rates and foreign currency, you will cover the new swaps on volatility
• Risk management of swaps
• 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
• Advisors
• Regulators
• Hedge Fund Managers
• Researchers
• System Developers
• Software Engineers
• Plus anyone who deal with IR, FX or Volatility / Variance Swaps
 
Course Certificate
 
Upon successful completion of this course, you will receive a Certificate of Attendance bearing the signatures from both the Export Workshop Leader and the Course Organiser. This Certificate will testify your endeavour and serve towards your professional advancement.