Risk Management of Derivatives

Participants will learn to measure and manage the risk of derivatives.

09-Feb-2012 -- 10-Feb-2012New YorkUSD$2475
NY Institute of Finance - Midtown9:00am - 4:30pm Instructional Method:
Group-Live
Instructor(s): [ Joseph Onochie; ] Thu Fri Level: Intermediate

10-May-2012 -- 11-May-2012ChicagoUSD$2475
NY Institute of Finance - Chicago9:00am - 4:30pm Instructional Method:
Group-Live
Instructor(s): [ Joseph Onochie; ] Thu Fri Level: Intermediate

21-Jun-2012 -- 22-Jun-2012St. PetersburgUSD$2475
NY Institute of Finance - St. Petersburg9:00am - 4:30pm Instructional Method:
Group-Live
Instructor(s): [ Joseph Onochie; ] Thu Fri Level: Intermediate

30-Aug-2012 -- 31-Aug-2012Toronto, CanadaUSD$2475
New York Institute of Finance - Toronto9:00am - 4:30pm Instructional Method:
Group-Live
Instructor(s): [ Joseph Onochie; ] Thu Fri Level: Intermediate

13-Dec-2012 -- 14-Dec-2012New YorkUSD$2475
NY Institute of Finance - Midtown9:00am - 4:30pm Instructional Method:
Group-Live
Instructor(s): [ Joseph Onochie; ] Thu Fri Level: Intermediate

CPE CREDITS
14.0
No advance preparation required.
Fundamentals of Derivatives or equivalent knowledge.
"Subjects were presented clearly and 'in class' exercises were very well handled"
"Excellent course (covers most of what is required for a professional)"
  • Credit Derivatives: Intermediate
  • Credit Derivatives: Intermediate - Evening
  • Equity Derivatives - Day
  • Equity Derivatives - Evening
  • Credit Risk of OTC Derivatives
    • Day 1
    Measuring the Risks of Derivatives used in Financial Risk Management
    • The Greeks
    • Delta and Gamma
    • Gamma, Theta and Rho

    Value at Risk for Derivatives

    • Options
    • Futures
    • Swaps
    • Other structures
    • Measuring credit risk of derivatives
    • Examples, exercises and cases

    Day 2
    Managing the Risk of Derivatives
    • Managing the Greeks
    • Delta hedging
    • Gamma hedging
    • Vega hedging

    Managing Swaps

    • Micro hedging
    • Macro hedging

    Using Credit Derivatives

    • Taxonomy of credit derivatives
    • Managing risks with credit swaps, total return swaps, credit spread options
    • Examples, exercises and cases

    Clients who register for this course will receive a complimentary 4-month subscription to FT.com. The Financial Times is the world's most respected financial newspaper, providing a broad assessment on finance, business and the industrial sector. The move to the electronic version follows an ongoing review of our environmental responsibilities as a global business and as part of the Pearson group. FT.com also has features that are not available in hard copy, such as: Special Reports, Alphaville, editor blogs, education sections and much more! Subscriptions will start within 6-8 weeks of the start of class and are limited to one subscription per client. (Please note: as of May 1, 2011, the electronic subscription replaces the hard-copy 3-month Financial Times subscription.)

    Lunch is included for all students taking day classes.