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Gain skills in valuing and pricing financial derivatives for effective risk management and investment.
This program aims to equip participants with the knowledge and skills necessary to effectively evaluate and price financial derivatives, with a focus on key instruments such as futures, options, and swaps. Participants will gain an understanding of the theoretical foundations of derivatives pricing, including the Black-Scholes model, binomial trees, and options pricing. Additionally, participants will explore how to manage risk using financial derivatives across various asset classes, including equities, fixed income, and currencies. By incorporating real-world examples and practical case studies, this program provides professionals with the analytical tools needed to accurately value derivatives, assess their risks, and implement effective hedging strategies.
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Post Exam
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Online Training
Introduction to the structure and function of derivatives markets
Major derivative products: options, futures, forwards, and swaps
Key participants in derivatives markets: hedgers, speculators, and arbitrageurs
between exchange-traded and over the counter (OTC) derivatives
Online Training
Overview of the key principles underlying derivative pricing
Introduction to the no-arbitrage principle and its role in pricing
Time value of money and its impact on derivative pricing
Pricing forwards, futures, and swaps based on the underlying asset's spot price and interest rates
Online Training
In-depth discussion on how forwards and futures contracts are priced and valued
Pricing forwards and futures based on the spot price and the cost of carry
How interest rates, dividends, and carrying costs affect forward and futures prices
Marking to market and margin requirements in futures contracts
Online Training
Deep dive into the valuation of swaps, including interest rate and currency swaps
Valuation of interest rate swaps based on the difference between fixed and floating rates
Currency swaps: How exchange rates affect the value of the swap
Practical applications of swaps in managing risk for corporate treasuries and investment portfolios
Online Training
Introduction to options markets and the key characteristics of options contracts
The basic features of call and put options
European vs. American options: Differences in exercise and pricing
Payoff diagrams for long and short positions in call and put options
Online Training
In-depth exploration of the Black-Scholes model for pricing European options
The Black-Scholes formula: Key components (spot price, strike price, volatility, risk-free rate, time to maturity)
Assumptions and limitations of the Black-Scholes model
Using the Black-Scholes model to price call and put options
Online Training
of the Greeks—risk measures used in options pricing and risk management
Delta, Gamma, Theta, Vega, and Rho: Definitions and their roles in managing options risks
How changes in the underlying price, volatility, time, and interest rates affect the value of options
Practical application of the Greeks in options hedging strategies
Online Training
Understanding the role of volatility in options pricing
Historical vs. implied volatility: How they influence options pricing
The volatility smile and its implications for pricing options
How market events and news affect volatility and option prices
Online Training
Application of derivatives in hedging portfolio risk
Using options and futures to hedge against equity market risks
Interest rate swaps and bond futures in fixed-income portfolio hedging
Currency futures and forwards for hedging FX exposure
Understand the vital role of financial derivatives in global financial markets and their impact on investment strategies and risk management.
Differentiate between various types of derivative products and comprehend their practical applications in hedging, speculation, and arbitrage.
Grasp the fundamental principles of derivative contract pricing, including the factors influencing their market value.
risk management strategies using swap contracts to hedge against interest rate and currency fluctuations.
Implement hedging strategies using financial derivatives to protect investment portfolios from market, currency, and interest rate risks.
