School of Derivatives

Valuation frameworks, derivatives tools, techniques & implementation mechanics.

This intensive course provides detailed insights into the principles, methods and mathematical tools for understanding the analytics of derivatives structuring, use, valuation and risk management.

It discusses the economic intuition behind each important aspect of derivatives in order to show how they can be understood in a more sophisticated way, bridging the gap between theory and practice. The concepts and mathematics are set and illustrated by detailed worked examples from the marketplace. The course involves extensive modelling and computations using Excel spread sheets.

Reasons you must attend this course:
* Provides a unifying framework for understanding the two most influential analytical tools underpinning derivatives market valuation and products: model-free swaps (forwards); model-dependent options.
* Will be taught in a series of connected modules that focus on applicable techniques, whilst remaining analytically and mathematically rigorous and in an accessible manner.
* Emphasises the economic intuition behind the key theoretical concepts, apparatus and vocabulary of derivatives.
* Distils the subtleties and essence of derivatives use and valuation tools, bridging the gap between theory and practice.
* Uses numerous worked examples set in a real life context using actual historical market prices.
* Demystifies difficult concepts illustrated throughout with concrete examples and worked through by extensive modelling using Excel spread sheet applications.