School of Derivatives
IFF
In London (England)
1 opinion

It was very well verbalized by Petros and easy to understand
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£ 4,499  (Rs 3,67,934)
VAT not incl.
Important information
 Course
 London (England)
 When:
28/11/2016
This intensive course provides detailed insights into the principles, methods and mathematical tools for understanding the analytics of derivatives structuring, use, valuation and risk management.
Venues
Where and when
Starts  Location 

28 November 2016 
London
6th Floor, 29 Bressenden Place, SW1E 5DR, London, England See map 
Opinions
T
Thomas Davies
15/07/2013
What I would highlight
It was very well verbalized by Petros and easy to understand
What could be improved Nothing negative.
Course taken: July 2013  Recomendarías este centro? Sí.
What could be improved Nothing negative.
Course taken: July 2013  Recomendarías este centro? Sí.
What you'll learn on the course
Risk  Contracts  Risk Management  Cash Flow  
Trading  Market  Swaps  Currency Swaps  
Options  Credit  School  IT risk  
Credit Derivatives  Derivatives  Options Derivatives  Risk Derivatives 
Course programme
Agenda Summary Yield Curves, Swaps & Interest Rate Derivatives Yield Curve Derivatives: Hedging/Arbitraging Taxonomy, Markets Linkage & Overview Forward Rate Agreements (FRAs) Swap fixed leg cash flows Stochastic Floating Cash Flow Valuation (Some Key Results) Swap Yield Curves & ZeroCoupon Valuation OffMarket Swap Points Interest Rate Futures Principal Component Analysis (PCA) & Swap Pricing FX Currency Swaps NonStandard & OffMarket Swaps Optionalities: Equity, F & Interest Rate Options Derivatives Contracts: Fundamental Building Blocks, Arbitrage Boundaries, Synthetics & Strategies Derivatives Valuation: Concepts & Insights Understanding Options Risk: Stock Exposure (Delta) Volatility (Convexity) Risk Mechanics FX Currency Options Interest Rate, Yield Curve Volatilities & Options: Portfolio of Options on FRAs Option on Portfolio of FRAs (Swaps) Volatility Surface Asymptotics Yield Curve Models: Motivation Derivatives Pricing Tools: Fundamental Theorem Yield Curves Models Implementing & Calibrating Yield Curve Models: OneFactor Models BlackDermanToy (BDT) Model: Implementation BlackDermanToy (BDT) Model: Applications Credit Risk Derivatives Models Credit Default Swaps (CDS): Structure, Pricing & Hedging Mertonian/KMV Structural Model (Firm Assets) Approach JarrowñTurnbull (JT) ReducedForm (IntensityBased) Model: Applying Term Structure Models Computer Workshops FRAs Cash Flows Fundamentals of Yield Curve Construction, Interest Rate Swaps & MicroStructure Constructing SemiAnnual Swap Constructing Annual Swap Exponential Interpolation Bootstrapping Futures Strip Zeros Incorporating Futures Strip Prices Valuing FX Currency Swaps Valuing Existing OffMarket Swaps Structured Product Solutions, Embedding & Embedded Options Binomial Option Pricing Model BlackñScholes Option Pricing Model DeltaNeutral Exit Strategy Cost Long Volatility (Gamma) Trading Pricing FX Options Pricing Interest Rate Caps and Floors Yield Curve Model & Convexity Adjustment Constructing BlackDermanñToy (BDT) yield curve model Valuing interest rate caps, bond options, swaptions, futures Valuing Bermudan options, interest rate swaps Comparison of BDT & Black (market) models ñ Convexity adjustment Pricing SingleNamed CDSs Main Uses of Credit Derivatives Mertonian/KMV Binomial Models JarrowñTurnbull ReducedForm Model
Additional information
Practical course