Credit Derivatives: Pricing & Hedging Training Course
Course Mentor: William Blair Santos Allen
| Date | Location | Venue | Investment | Register |
|---|---|---|---|---|
| 25 Aug - 27 Aug, 2008 | SG, Singapore | Marina Mandarin Hotel | US$4398 |  |
*18 seats only for each public session
Overview of what you will learn in this credit derivatives training course
- Wide range of uses of credit derivatives
- The various products included in the general label credit derivatives
- Pricing and hedging of credit and credit derivatives products
- Practical, hands-on examples of various credit math tools and techniques
- Where to get the relevant parameters for pricing and hedging
- Insights into the latest credit derivatives products and applications strategies in the markets
- A peak into what the future might hold for this rapidly growing market
- Total return swaps
- Put credit spreads on asset swaps
- Single name Credit Default Swaps (CDS) & options
- Basket CDS and nth-to-default products
- iTraxx, iBoxx, CDX and other index credit risk products
- Structured index credit investment instruments
- Equity Default Swap (EDS)
- Credit-linked and credit-spread notes
- Downgrade/rating change options
- Cross-border, sovereign risk, and currency repatriation protection products
- Collateralised Bond (CBOs) and loan (CLOs) capital markets products
- Cash, synthetic, and hybrid CBOs and CLOs
- Higher-order variations on Collateralised Debt Obligations (CDOs), such as CDO2
Credit Derivatives Training Course Highlights
DAY ONE- Review of the Development of the Credit Derivatives Market
- Characteristics of Credit Risk that Drive Credit Derivatives Markets
- Measuring Credit Risk Parameters
- Models of Debt-Equity Capital Structure Valuation and Arbitrage
- Copula Techniques in Valuing Credit Derivatives
- Credit Portfolio Risk Management Techniques and Limitations in Practice
- CDO Structures for Issuers and Investors
- Implementing Successful Strategies for Profitable Trading, Hedging and Arbitraging of Credit Derivatives
Who should attend this credit derivatives training course?
- Bond Investors and Portfolio Managers
- Proprietary Traders
- Hedge Fund Managers
- Credit Portfolio Managers
- Credit Origination Professionals
- Financial Institution Treasury and Capital Markets Professionals
- Fixed Income Sales, Traders, and Research Professionals
- Financial Institution Risk Managers
- Financial Institution Accountants and Auditors
- Derivatives Brokers and Dealers
- Financial Institution Strategists, Developers and Planners
- Financial Analysts and Brokers
- Exchange Officials and Regulators
- Securities and Derivatives Lawyers
- IT Professionals and Information Providers
- Ratings Professionals
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
Credit Derivatives: Pricing & Hedging Training Course
| Date | Location | Venue | Investment | Register |
|---|---|---|---|---|
| 25 Aug - 27 Aug, 2008 | SG, Singapore | Marina Mandarin Hotel | US$4398 | |