MoneyScience Financial Training
Course Length: 2 Days | Cost: £2100
A practical and intensive course covering exotic options and structured products and the financial engineering behind their uses, valuation and trading.
Course Highlights
- Comprehensive description of the structured products universe
- Option pricing theory and practice
- Hedging and risk management implications of working with structured products
- Thorough overview of all types of structured products in the interest-rate, foreign-exchange,
equity, commodity and credit markets
- Trading and risk management of structured products
- Structured products and the credit crisis
Course Methodology
- Intensive but interactive and fun program
- Relevant case studies constantly updated from recent market events
- Course highly customised depending on feedback from pre-course questionnaires
- Pre-course and post-course reading provided
- Simple ExcelTM implementations of models made available during and after the course
Who should attend?
- Derivative Structurers
- Derivative Trading
- Treasury
- Fund & Investment Managers
- Financial Engineers
- Risk managers
- Back Office and IT staff supporting the structured products group
- Product Controllers and Risk managers
Course Tutor
Dr Jon Gregory is a popular speaker and consultant specialising in credit risk and credit derivatives. He was Global Head of Credit Analytics at Barclays Capital until 2008, and before that he worked for BNP Paribas and Salomon Brothers. Jon has worked on many aspects of credit modelling over the last decade and in addition to publishing a number of significant papers on the pricing of credit risk and related topics, he is co-author of the book "Credit:The Complete Guide to Pricing, Hedging and Risk Management". This was short-listed for the Kulp-Wright Book Award for the most significant text in the field of risk management and insurance. Jon holds a PhD from Cambridge University.
What have previous delegates said?
“Excellent! It made what is a very tough subject enjoyable and much easier to follow”
- delegate, UniCredit
“Informative course which was practical and great fun”
- delegate, APC investments
