Derivative Products II

New York Institute of Finance

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17

Derivative Products II

Deeper look at the world of derivative products using computer software designed specifically for capital markets and derivatives training.

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Module 1: Yield Curves

  • Different Types Of Yield Curves
  • What is the par swap curve
  • Par Swap Curve
  • The Spot Curve (Term Structure Of Interest Rates)

Module 2: Calculating Spot Rates & Forward Rates

  • Calculating Spot Rates (Bootstrapping Method)
  • Calculating Forward Rates

Module 3: Calculating Swap Rates

  • The Eurodollar Contract Specifications (Review)
  • Discount Factors (Time Value of Money)

Calculating Adjustments for Different Day Count Conventions

  • Calculating Swap Rates Using The Eurodollar Futures
  • Calculating The Net Present Value Of Swap

Module 4: Options

  • Basics Of Option Contracts (Review)
  • Inputs Into Option Pricing Model
  • Volatility: Types Of Volatility & Probability
  • Normal & Lognormal Distribution
  • Option Pricing Models: Black-Scholes & Binomial Pricing Models
  • Option Pricing Models & The Real World
  • Managing Options Risk - The Greeks

Module 5: Interest Rate Options

  • Define Caps, Floors, Collars & Swaptions (Review)
  • Pricing Caps, Floors, Collars & Swaptions
  • Applications of Caps, Floors, Collars & Swaptions

Module 6: Swap Users In ToDay's Markets

  • Uses By Corporations (Asset-Liability Management, Bond Issuance)
  • Uses By Asset Managers (Leveraged And Non-Leveraged Uses)
  • How a Corporation Might Use Swaps
  • How an Unleveraged Asset Manager Might Use Swaps
  • How a Hedge Fund Might Use Swaps

Module 7: Equity Linked Notes

  • Define the structure of an equity linked note
  • Examine a specific structure
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Derivative Products II

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