Advanced Derivatives: Pricing & Hedging Training Course
| Date | Location | Venue | Investment | Register |
|---|---|---|---|---|
| 7 Oct - 10 Oct, 2008 | London, UK | Grange Beauchamp Hotel | £3097 |  |
| 17 Nov - 20 Nov, 2008 | SG, Singapore | Marina Mandarin Hotel | US$5198 | |
*18 seats only for each public session
What you'll learn in this advanced derivatives training course
This 4-day intensive advanced derivatives workshop is focused on increasing your skills in the pricing, risk management, and structuring of global derivatives products.The workshop focuses on forwards, futures, swaps, options, caps, collars, and swaptions in the equity, foreign exchange, commodities, and interest rate markets.
The workshop builds on the widely used text Options, Futures, and Other Derivatives (6th Edition) by John C. Hull and participants may elect to read or review parts of the text in advance of the workshop for more thorough preparation.
Advanced Derivatives Training Course Highlights
DAY 1Module 1: Introduction and Overview of Derivatives Products and Markets
Module 2: Modeling of Spot Price and Rate Movements
Module 3: Pricing and Risk Managing Equity, FX, and Commodity Forwards and Futures
DAY 2
Module 4: Review of Options Trading and Combinations Payoffs
Module 5: Option Pricing I - Constructing and Using Replicating Portfolios
Module 6: Option Pricing II - Analytical Formulas in Continuous Time Stochastic Calculus
Module 7: Option Pricing III - Numerical Procedures and Non-Standard or Exotic Options
DAY 3
Module 8: Options Price Risk Management
Module 9: Review of Interest Rate Derivatives - Markets, Concepts, and Tools
Module 10: Modeling Standard Interest Rate Movements and Processes
Module 11: Interest Rate Zero Curve Bootstrapping Techniques
Module 12: Libor Forwards and Futures
DAY 4
Module 13: Interest Rate Swaps
Module 14: Swap Bid-Ask Spreads and Credit Risk/Returns
Module 15: Libor Caps, Floors, and Collars
Module 16: Advanced Short-Rate and Term Structure Models
Module 17: Structured Interest Rate Derivatives Applications, Pricing, and Hedging
Here's what past attendees have said about this course:
"William speaks quite clearly and makes it interesting (for usually seen as a dry topic course) and patient to address all queries..." - G.M., EVP of Debt Markets & Derivatives, CIMB, Malaysia"Excellent...The models provided enhance understanding of formula." - C.C., Manager-Banking Supervision, Bank Negara Malaysia, Malaysia
"William Allen is a very knowledgeable speaker and has a wealth of experience in exotic products. The speaker is very good and the examples used in class are very good especially the excel spreadsheets on option hedging." - C.A., VP, Audit, DBS Bank, Singapore
"Good blend of statistics, products and examples from real world." - J.N., SEB, Sweden
"Very good..." - B.D. - Citigroup, UK
"Mr Allen has enormous practical experience and can bring it alive in the classroom." -
Miko S., Structured Products at a global bank's Tokyo office
"Bill Allen brings a unique global experience that helped put in perspective and better understand what's going on here .." - John Y., Fixed Income Sales at a Singapore Investment Bank
"...everything was practical and current...I could put it to work in my job immediately, especially examples from deals in the market only shortly before the course..." - Henry T., Derivatives Trading at a Hong Kong Investment Bank
Who should attend this advanced derivatives training course?
The target audience includes a variety of bank treasury markets professionals; derivatives traders, marketers, and structurers; and institutional investors and finance professionals at corporations that must know how to price, risk manage, and structure a wide range of derivatives products.Only a minimal amount of calculus knowledge is required in order to master the numerical analyses and examples in the workshop.
Those that are looking for a basic/fundamental course should attend the Derivatives School course first.
Course Level
Intermediate to AdvancedWhat you will need to bring
You will require a laptop computer with a full install of MicroSoft Excel, including all add-in Data Analyses functions.Models and exercises will be distributed on a CD to you.
Endorsed by
Wilmott.com is the leading quantitative finance community website, a free service for quants, risk managers, academics and IT. Visit for the articles, the reviews, the bookshop, and be sure to join in the discussion Forum. Exchange ideas, code and modelling tips with your peers, or find a new position from the Jobs Board. Wilmott magazine is published six times a year and serves quantitative finance practitioners in finance, industry and academia across the globe. It publishes new work from the world's leading authors in the field alongside columns from industry greats, and editorial reflecting the interests of a demanding readership.
Run this course in-house
Consider running this course as an in-house course where you want, when you want and tailor the course to how you want it.
You can gather a group of your colleagues and/or invite your clients.
Find out more about running this course or any other one of our courses in-house.
Why Ethan Hathaway?
- Practical. Learn from experienced industry practitioners and what's being practiced by your peers.
- Applicable. Apply what you learn in your job and your career
- Valuable. Earn more revenue or save your organisation from monetary loss . You and your organisation will quickly earn back your investment on the course fee and more
- Enjoyable. Speakers who have a passion for their topic
- Clear. Turning complex concepts into easy to understand concepts
Learn more about this course
Inside the course information booklet you'll find:
- Detailed course agenda of what you'll learn
- Eligible discounts
- Our course quality guarantee
- Course expert biography
- Course venue details
- Course registration form
- Printer-friendly PDF
- Small file size for fast & easy download
Complete the details to the right and click on "Send me the booklet" to have the course booklet emailed to you immediately.
We will never sell, rent or exchange your details to any 3rd parties. We value your privacy.
Register for the course
You may book your place on the course by any of these methods:
- Online booking - simply click on the "Register Me" button next to the course date you wish to register and it will take you through our quick online registration procedure.
- Email us at:
- please include your full contact details. - Fax us the booking form (included in the brochure) to: UK: +44 87 1715 0414 / Hong Kong: +852 3014-0721
- Or call: +852 2273-4393 during normal office hours
Advanced Derivatives: Pricing & Hedging Training Course
| Date | Location | Venue | Investment | Register |
|---|---|---|---|---|
| 7 Oct - 10 Oct, 2008 | London, UK | Grange Beauchamp Hotel | £3097 | |
| 17 Nov - 20 Nov, 2008 | SG, Singapore | Marina Mandarin Hotel | US$5198 | |