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A Masterclass in Derivatives

Five days of intensive training

25 - 29 November 2019

Central London

Expert TS Ho will teach you that the key to understanding derivatives is that all products, no matter how complex, are portfolios of just two fundamental building blocks: a swap (forward) and an option. You’ll study the principles, methods and mathematical tools for understanding the analytics of derivatives structuring, plus the use, valuation and risk management. You’ll discuss the economic intuition behind each important aspect of derivatives, in order to show how they can be understood in a more sophisticated way. The concepts and mathematics are illustrated by detailed examples from the market place and you’ll participate in extensive modelling and computations using Excel spreadsheets.

Download the Masterclass in Derivatives course brochure

  • Valuation and modelling of fixed income and equity linked derivatives
  • The practicalities behind options; their trading, structuring and risk mechanics
  • Recent developments behind integrated stochastic yield curve models
  • Securitisation and hybrid corporate credit-risky securities
  • Credit derivatives and an introduction to credit risk models


grad hat

Dr. T.S. Ho is the managing and technical director of an educational consultancy firm based in the UK and professorial advisor of global derivatives risk analytics and chief scientific officer at leading financial institutions. A recipient of the “highly commended prize” in the Pilkington Teaching Award and “best teacher” awards, he has worked with numerous leading  investment banks and has implemented risk management systems for derivative products for major financial institutions worldwide.


Dates: 25-29 November 2019 & 15-19 June 2020
Price: £4999.00 + VAT @ 20% = £5998.80

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IFF is proud to be the learning partner of QuantMinds, the world's leading events for quantitative finance professionals.


Find out more about QuantMinds International.

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