Course Description
This course aims to explain comprehensively the core and vital basis on the financial derivatives such as options, futures and swaps. It enables participants to identify, apply and analyse financial derivatives for hedging and investment purposes.
Course Objectives
- Identifying the financial derivatives: options, futures and swaps
- Understanding the mechnanics of derivatives with related market simulations
- Getting Insights about the main essentials of pricing mechanisms and models of derivatives with case studies
- Monitoring derivatives market trends and most common trading platforms
Who Should Attend?
- Managers
- Supervisors
- Professionals and leaders responsible from trading or transactional processes of derivatives
- Anyone having financial background who is involved in trading derivatives
Course Details/Schedule
- Definining Derivatives and their most common types
- Understanding main function and uses of derivatives
- Identifying futures and forwards
- Types of futures and forwards
- Main uses of futures and most common markets
- Analysing FX futures with market simulations
- Analysing Commodity (emtia) futures with market simulations
- The main determinants and components of futures pricing
- Application of futures pricing with case studies of FX and Commodity futures
- Identifying swaps
- Types of swap
- Analysing FX swaps with market simulations
- Analysing Commodity swaps with market simulations
- The main determinants and components of swap pricing
- Application of swap pricing with case studies of Currency Swaps, Interest and Commodity Swaps
- Identifying Options
- Structures of Options, Plain Vanilla, Exotic Options
- Types of Options, Put, Call Options
- Analysing FX Options with market simulations
- Analysing Commodity Options with market simulations
- The main determinants and components of options pricing
- Identifying Intrinsic Value, Time Value, Volatility, ITM, OTM terms
- Types of volatility and their differences
- Main terms and basic models about option pricing
- Application of plain vanilla option pricing for call options with case studies (Black & Scholes)
- Application of plain vanilla option pricing for put options with case studies (Black & Scholes)
- Put/Call parity
- Zero Coupon Swaps & CDS
- Identifying structured derivatives
- Online trading platforms and market trends
