Advanced Swaps Course, Singapore

Singapore
“Advanced Swaps” finacial training course has been offered for market participants for over ten years. It has beencontinually updated to include the latest practical and theoretical developments in the structuring, pricing and hedging of swaps and related transactions.
Course Contents:
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: $6,050.00
Event organizer: Euromoney Training