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Level

Intermediate

Beginners will be required to complete substantial pre-course work.

Duration

5 days

Overview

This is a highly practical course covering the pricing, hedging, and uses of a number of key derivative instruments in the foreign exchange, equity, interest rate, and commodity markets.

The programme utilises a variety of computer systems to ensure a hands-on approach by the delegates, and they are required to price and evaluate a number of instruments from both financial engineering and risk management perspectives. Relevant case studies are examined throughout the workshop to provide insights into the ‘good, the bad, and the ugly’ aspects of derivatives usage.

Learning Outcomes

  • Defining and classifying derivatives
  • The mathematics and uses of futures and forward contracts
  • The mathematics and uses of swaps
  • The mathematics and uses of options
  • The important risk management issues surrounding these instruments
  • Market value-at-risk (VaR)
  • The specifications of exchange-traded derivative contracts
  • Creating derivative-based structured products