Forwards and Futures
Gain CPE:7 Credits

ITEM FIPR0205

Location

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$1,279.00
$1,279.00$1,151.10-10
$1,279.00$1,023.20-20
group
In Person
update
1 Days
language
English
school
Introductory

Please select date...

$1,279.00
$1,279.00$1,151.10-10
$1,279.00$1,023.20-20
group
In Person
update
1 Days
language
English
school
Introductory

Please select date...

$1,279.00
$1,279.00$1,151.10-10
$1,279.00$1,023.20-20
group
In Person
update
1 Days
language
English
school
Introductory

Price as configured: $1,279.00

Forwards and Futures

Develop a comprehensive, practical understanding of forwards and futures including market conventions, contract specifications, valuation, and trading strategies.

This course is a component of the Derivatives Professional Certificate.

Prerequisite knowledge:

  • Intermediate MS Excel skills (use solver, etc.)
  • Basic probability
  • Basic calculus
  • Some knowledge of equity markets
  • Knowledge of fixed income basics
Curriculum
What You'll Learn
Who Should Take This
eventDay 1

Module 1: Forwards & Futures

  • Standardized versus customized contracts
  • Margin & daily settlement
  • Clearing firms
  • End users & producers
  • Speculators & arbitrageurs
  • How market participants use futures
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Module 2: Short-term Financial Futures

  • Forward rate agreements (FRA's)
  • Value of a basis point in FRA's
  • Eurodollar futures
  • Value of a basis point in ED Futures
  • FRA’s vs. ED Futures
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Module 3: Long-term Financial Futures

  • Treasury bond futures
  • Basket deliverable futures
  • Conversion factors
  • Cheapest-to-deliver
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Module 4: Hedge Accounting for Forwards and Futures

  • Fair value and cash flow hedges
  • Basis and hedge ineffectiveness
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    Desk-Ready Skills

  • Learn to price forward and futures contracts
  • Be familiar with futures contract specifications and market conventions
  • Understand common trading strategies using forwards and futures
  • Understand basic hedge accounting using forwards and futures

Recommended for:

Asset managers

fund managers
risk managers
treasury analysts
regulators
auditors
controllers and financial journalists

about nyif
90+ years of essential education
for finance professionals delivered
by leading industry experts
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New York, NY 10038
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