Advanced Swaps Course – Paris, France
France,Paris
This financial course is very interactive,combining formal lectures with practical sessions, discussions and a wide range of computer-based exercises which can be taken away after the course. This will reinforce your learning and ensure that you apply these new skills as soon as you return to your institution.
During this 4-day, intensive swaps training course you will benefit from in-depth discussions and presentations on how to:
Construct and price off a futures strip
Blend information from different markets together efficiently
Price and hedge a wide range of non-generic swap structures
Transfer credit risk through the CDS market
Value foreign assets correctly
Swap complex structured products using numerical models and Monte-Carlo simulations
Decompose structures with embedded options into their basic components
Apply modern risk management to swap portfolios
Who Should Attend
- Experienced members of swaps desks and other structuring teams
- Senior risk managers and risk analysts
- Corporate treasury and other end-users to understand how banks are pricing and hedging swap structures
- Analysts and researchers
- Fixed income porfolio managers
- FX managers
- FX sales
It is assumed that you will have a basic understanding of the swaps market, including:
- Operations of the cash, FRA, futures and swap markets
- Use of discount factors to fair price swaps
- Basic option pricing
- General interest rate risk management
Attendance cost: £3,730.00
Event organizer: Euromoney Training
Construct and price off a futures strip
Blend information from different markets together efficiently
Price and hedge a wide range of non-generic swap structures
Transfer credit risk through the CDS market
Value foreign assets correctly
Swap complex structured products using numerical models and Monte-Carlo simulations
Decompose structures with embedded options into their basic components
Apply modern risk management to swap portfolios
Who Should Attend
- Experienced members of swaps desks and other structuring teams
- Senior risk managers and risk analysts
- Corporate treasury and other end-users to understand how banks are pricing and hedging swap structures
- Analysts and researchers
- Fixed income porfolio managers
- FX managers
- FX sales
It is assumed that you will have a basic understanding of the swaps market, including:
- Operations of the cash, FRA, futures and swap markets
- Use of discount factors to fair price swaps
- Basic option pricing
- General interest rate risk management
Attendance cost: £3,730.00
Event organizer: Euromoney Training