This course covers the wide range of derivatives from exchange-traded to over-the-counter and includes securitised equity derivatives and bespoke products such as CPPI (Constant Proportion Portfolio Insurance) and fund derivatives. Attend and you will:
Case studies include: Pricing a total return equity swap; Using an equity index option for tax advantaged investment structures; Hedging an Equity Option using Monte-Carlo simulation; Pricing a Guaranteed Equity Bond (GEB); Structuring capital guaranteed equity products; Using equity derivatives for efficient asset allocation management and rebalancing; Pricing a Quanto Option
Dr Andrew Street was formerly Head of Arbitrage and Head of Equity and Commodity Derivatives at Mitsubishi Finance Intl, Head of Equity Derivatives Trading at Nomura International and Senior Equity Derivatives Trader at Paribas Capital Markets. In addition to his extensive market practitioner experience, Andrew has been a senior financial regulator including being Head of Traded Risk at the Financial Services Authority and Head of Market Risk at the Securities and Futures Authority.
Very useful and beneficial. Found it really good