Valuation and Hedging: Options, Swaps and Swaptions, London

This course is designed to help those working in financial institutions to understand the different fixed income products and their different structures. This course will cover instruments, pricing, modelling and hedging.

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Valuation and Hedging: Options, Swaps and Swaptions

London, 5-6 June 2019

View agenda here  Pricing and Registration

This course is designed to help those working in financial institutions to understand the different fixed income products and how their structures work. The course will cover bonds, swaps, options, swaptions and more complex topics such as interest rate derivatives and volatility, convertible bonds and Bermudian swaptions. This course is also ideal for those working in risk who want to understand why their traders are hedging and what these trading strategies are.

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What Will You Learn?
  • An understanding of all fixed income instruments and how they are traded
  • How to model and price interest rate derivatives
  • Pricing of convertible bonds and multi factor models
  • A case study of a hedging program
  • How to construct pure volatility positions and strategic trading strategies
  • Knowledge of swaps, options and swaptions
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Who Should Attend?

Relevant departments may include but are not limited to:

  • Trading
  • Pricing
  • Quantitative Analysis
  • Product Control
  • Risk Management
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Sessions Include
  • Fixed Income Taxonomy
  • Fixed Income Taxonomy continued
  • Interest Rate Modelling
  • Pricing Interest Rate Derivatives 
  • Convertible Bond Pricing and Modelling 
  • Hedging Interest Rate Risk Sensitive Instruments
  • Interest Rate Derivative Volatility Modelling
  • Swaps and Swaptions

Amba Hotel

Strand,
Charing Cross,
London, 
WC2N 5HX

Venue information

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