Advanced Derivatives: Applications, Pricing & Hedging Training Course
This training course gives you skills in the pricing, risk management, and structuring of global derivatives products such as forwards, futures, swaps, options, caps, collars, and swaptions in the equity, foreign exchange, commodities, and interest rate markets.
What you’ll learn in this advanced derivatives training course
This intensive workshop teaches intermediate and advanced derivatives concepts through frequent use of numerical examples, spreadsheets, and case studies.
You will be given extensive Excel models and exercises that support the teaching as well as provide practical applications for use after the training.
The workshop places heavy emphasis on learning practical skills used in pricing, risk management, and structuring a complete spectrum of global derivatives products.
This comprehensive focus includes forwards, futures, swaps, options, caps, collars, and swaptions in the equity, foreign exchange, commodities, interest rate, and credit markets.
The workshop is designed to help serious students master the important and practical advanced derivatives topics as presented in the leading derivatives textbook, Options, Futures, and Other Derivatives, written by John C. Hull.
In addition, the instruction features numerous real-world case studies of derivatives applications, pricing and hedging.
Derivatives Trading at a Hong Kong investment bank
- Agenda highlights
- Who should attend
Advanced Derivatives Training Course Highlights
- Introduction and Overview of Derivatives Products and Markets
- Pricing and Risk Managing Forwards and Futures
- Modeling of Spot Price and Rate Movements
- Option Pricing
- Options Price Risk Management
- Interest Rate and Cross-Currency Swaps, Caps, Floors, and Swaptions
- Counterparty Credit Risks and Collateral
- Credit Derivatives Markets
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.
Intermediate to Advanced
What 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.
“One of the best speakers I ever had.” – A.P., Bank DBS Indonesia
“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
18 Seats Only
Only 18 seats available per session so you get more personal attention.
You also receive a Course Reference Kit to take away for future reference. (Value of $200.00)
All our trainings are built for interaction and for you to get the most out of the training for your job and situation.
Ask questions specific to your situation. It's the closest you can get to getting personalised coaching.
Certificate of Completion
After completing the training, you receive an Ethan Hathaway gold-embossed certificate of completion to mark your achievement.
Ethan Hathaway is accredited by the British Accreditation Council for Independent Further and Higher Education as an International Centre.