Advanced Financial Derivatives

Course Overview

This course demystifies the terminology and ensures a full understanding of the concepts behind derivatives. It also fosters an understanding of the instruments used and the potential risks involved. It includes futures, forwards, options and swaps. It will introduce participants to essential areas in derivatives from both theoretical and practical perspective. It aims to provide an insight and understanding of the fundamental principles behind the pricing, trading and the structure of derivatives markets. The course will equip participants with good analytical skills in order to be able to incorporate derivatives into treasury management and use them for hedging purposes via the application of different derivatives strategies and structures.

This is a comprehensive five day programme, split into two halves: a detailed 2-day course on interest rate derivatives, and a 3-day course covering equities, FX, credit and XVA. The content is modular, with each session covering the key pillars of the modern derivatives world.

The emphasis is on a healthy mix of theory and client applications, and is illustrated throughout with real-life examples and case-studies.

Objectives

• Be able to summarise products and their inter-relationship.
• Have a clear understanding of the different types of Futures, Forwards and Swaps.
• Have a good understanding of the different Options Products and their terminologies.
• Develop a sound understanding of how to price different derivative products.
• Develop a good knowledge of how and why Treasury managers use these products.
• Understand the Risk and Regulatory implications involved with using these instruments.

Target Audience

• Treasury Managers
• Fixed Income Dealers
• Market Regulators
• Money Market Operators
• Corporate Investment Advisers
• Foreign Exchange Dealers
• Valuation Experts
• Credit & Risk Managers
• Settlement Officers
• Compliance Officers

Course Content