Financial Derivatives
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Programme Overview
The Financial Derivatives programme is designed to give the delegates an in-depth knowledge of these securities. The rapid increase in the use of these instruments among institutional investors has greatly increased the demands on accounting and systems professionals.
This course will help the delegates gain a thorough understanding of how these securities are structured, why they are important to portfolio management and the accounting and systems concerns which pertain to them.
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Further Details
Benefits of Attending
At the end of the programme, participants will be able to:
• The structure of all types of derivatives including forwards, swaps, futures, traded options, OTC options, and warrants and convertibles
• The central pricing methodologies for forwards and swaps, for all kinds of futures contracts, and alternative models for pricing standard and exotic options
• Principles of using derivatives for trading direction and volatility, and for hedging all types of cash positions
• The best approaches to the reporting, control and risk management of derivative portfolios including derivative risk factors, value at risk approaches and stress testing, efficient limit systems and the dynamic management of risk positions
• New types of financial derivatives including path dependent derivatives, multi-asset and correlation based derivatives, credit derivatives and other complex products
• The role of derivatives in investment management portfolios
We also offer bespoke training, tailor-made to your business interests and skill level. Courses can be delivered at our training centre or at your offices, please feel free to contact us and discuss your needs.
If you have any questions about any of the training courses and current discounts please call +44(0)2071479989 or email us at info@alexanderbrookes.com
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Information provided is for information purposes only and no guarantees are made with regards to accuracy. It is advised that all details are checked prior to making a booking. Contents © 1999 - 2012. All rights reserved.
