Financial derivatives are financial instruments whose value is derived from the value of an underlying asset, such as a stock, commodity, or currency. These instruments are used to manage risk, speculate on future price movements, or to gain exposure to certain markets or assets. This training is divided into three parts:
• The first part introduces the different types of fundamental derivatives
• The second part focuses on the valuation of derivatives and covers a range of topics.
• The third part covers accounting for derivatives and This training is designed to provide participants with practical skills and knowledge that can be applied in real-world scenarios
Identify the different types of fundamental derivatives
Classify each derivative as a forward, future, swap, FX swap, or option
Explain the difference between European and American options
Analyze the use of bootstrapping and interpolation in valuation
Calculate Forward rates given a set of parameters
Forward
Future
Swap and FX Swap
Options (Cap, floor, call and put, etc)
Type of options (European and American)
Building term structure
Bootstrapping and interpolation
Calculation of Forward rates
Duration and Convexity
DV01 and PV01
Binomial tree
Mont Carlo simulation
Black Scholes Model Greeks
Hedging vs Speculation for derivatives
Hedge Accounting application and requirements
Financial analysts,Traders, Risk managers, Investment bankers, Accountants, and Professionals in related fields, such as law or consulting, need a basic understanding of financial derivatives and their valuation. , Financial control teams, Budgeting, and performance analysis teams.
