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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.
Capital Market
Portfolio/ Fund
Not Exist
Lecture
Pre Assessment
Post Assessment
Portfolio Managers
Financial Analysts
Risk Analysts
Professionals in Treasury...
+2Portfolio Managers
Financial Analysts
Risk Analysts
Professionals in Treasury and Asset Management
Individuals Interested in Investing in Financial Derivatives
Dealers and Financial Brokers
This provides you with the opportunity to select the available times that suit you best for participation in our program. These times represent slots during which we are ready to welcome you and provide assistance and guidance.
Self Learning
Module 1: Overview of Derivatives Markets
Module 2: Fundamentals of Derivatives Pricing
Module 3: Valuation of Forwards and Futures
Module 4: Valuation of Swaps
Module 5: Options Markets and Contracts
Module 6: Black-Scholes Model for Option Pricing
Module 7: Greeks in Option Pricing
Module 8: Volatility and Options Pricing
Module 9: Portfolio Hedging with Derivatives
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.
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