This three day programme run by a former LIFFE trader is designed primarily for banking professionals or those who either consult companies on how to manage their FX and interest rate exposures or are involved in corporate treasury and risk management functions.
You will learn about risk management products including FRAs, swaps, futures and options. You will also explore the fundamentals of mark-to-market, cash flow and arbitrage-free approaches and gain tools to derive consistent valuation methodology for linear and non-linear derivatives.
This very hands-on course includes many practical exercises and computer-based demonstrations where you will have a chance to learn the latest strategies to manage FX and interest rate exposures.
By the end of this training you will:
• Gain a sound practical understanding of derivatives instruments
• Know the fundamental applications of swaps, forwards, futures and options as well as credit derivatives and equity options
• Be able to use relevant pricing strategy
• Estimate risk and return measures in fixed income portfolios
• Construct a pay/off profile of different options
• Understand trading and hedging techniques for options
Last chance to register!
Wed, 27/05/2015 - 11:00
State Street Global Advisors has unveiled the results of an in-depth survey of 420 senior executives within global private and public pension plans, endowments, foundations and sovereign wealth funds, summarised in this keynote Hedgeweek Special Report... »
Tue, 19/05/2015 - 11:00
This keynote Hedgeweek Special Report surveys the key technology products and software solutions available to hedge funds,, and drills down into each one through interviews and analysis to summarise their benefits to COOs, CTOs and CFOs at hedge funds... »
Mon, 01/06/2015 - 16:54
Voting for the 5th edition of the Hedgeweek USA Awards, which recognise excellence among hedge fund managers and service providers around the world, is now open. ... »
Thu, 07/05/2015 - 09:37
Cybersecurity issues have existed as long as the internet. What seems to have changed in the last 18 months is not only that the nature of the breaches has become more sophisticated, but also the fact that hedge funds have become a much bigger target. ... »
Mon, 13/04/2015 - 11:30
Investing in commodities can yield handsome returns, but investors need to focus sharply on timing and diversify their portfolios away from traditional safe havens and into sectors such as agriculturals and products such as ETFs. As one expert reveals in this special report, "Gold is not the only yellow commodity one should have in their portfolio"... »