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Led by Dr David Cox. An intensive seminar on pricing, trading, evaluating and managing a wide range of equity derivatives. Products covered include stock index futures, equity swaps, CFDs, stock opti... more information | send enquiry

This course provides a summary of the current frameworks available for pricing credit derivatives and the mathematical and practical background necessary to evaluate the various pricing methodologies.... more information | send enquiry

This is an intensive three-day programme that focuses on applying practical techniques for the implementation and use of BGM Libor and Swap Market Models. The course is presented by Massimo Morini. more information | send enquiry

Led by Jeremy Hawkins. A highly practical one day programme that analyses a variety of economic data, looking at their uses, how they relate to each other and how to interpret them. It highlights the ... more information | send enquiry

This intensive course begins with some definitions and estimation issues, and then proceeds to time series modelling, forecasting and forecast evaluation. The time series study finishes with multivari... more information | send enquiry

The objective of this course is to develop a solid understanding of the current framework for modelling and pricing credit derivatives. Participants will gain the mathematical and practical background... more information | send enquiry

This practical two-day course covers the pricing, hedging and application of FX exotics for use in trading, risk management, financial engineering and structured products. The course is presented by U... more information | send enquiry

The objectives of this workshop are to develop a solid understanding of the current framework for pricing equity derivatives, and to give participants the mathematical and practical background necessa... more information | send enquiry

Modern finance portrays investment decision-making as rational choice. However, pure rationality does not describe how many decisions are truly made. This course examines (1) the behavioural strategie... more information | send enquiry

A one day seminar on the evolving market for Inflation Derivatives and related products. The course is presented by Dr. David Cox more information | send enquiry

This course explains the fundamentals of different derivative instruments. Tools used in hedging and speculating strategies are reviewed, as well as ways in which these tools are used by both individu... more information | send enquiry

Led by Cheryl Brown. A comprehensive seminar on pricing, marketing, managing and evaluating interest rate derivatives and currency swaps. Essentials of yield curves, futures and FRAs are reviewed fol... more information | send enquiry

An in-depth description of credit products including credit default swaps, total return swaps, credit linked notes, portfolio products, first to default swaps, CDOs and CLOs. The programme also covers... more information | send enquiry

Course Outline This course explains and develops the ideas and models for collateral management and the measurement and quantification of counterparty risk. The ideas are built up sequentially and wo... more information | send enquiry

Securitization is the process by which loans or receivables are pooled together and converted into marketable securities. Cashflows from the loans or receivables support payments on the related securi... more information | send enquiry

Property Derivatives discusses what is unique about derivatives where property is the underlying asset, and explores the many ways to use and misuse these derivatives. The course covers current housin... more information | send enquiry

Introductory overview of the business covering the motivations and roles of market players, the main demand drivers, risk and return, counterparty selection, alternative lending options, and the curre... more information | send enquiry

COURSE HIGHLIGHTS * A comprehensive update on the recent approaches in modelling energy prices and pricing energy derivatives * A clear understanding of the most popular energy derivative structures ... more information | send enquiry

A comprehensive and practical guide to the current credit derivatives market. COURSE HIGHLIGHTS * The credit derivatives market, its current size and key players * Uses and applications of credit de... more information | send enquiry

An interest rate swap is a popular derivative transaction that consists of an exchange of coupons, typically a fixed rate for a floating rate. This course outlines how interest rate swaps are valued ... more information | send enquiry