|Application deadline:||3rd June 2013|
|Tuition fee:|| |
|Start date:||June 2014|
|Duration full-time:||4 days|
|Delivery mode:||On Campus|
Structured products are one of the fastest growing segments in the financial markets. This program focuses on how structured products can be used by investors to access a large variety of underlying and risk/return profiles. Also, the pricing and risk issues that must be considered when investing and trading structured products. At the end of the program, participants will have a broad overview of the rationale underlying the use of structured products, how to break down structured products into their base building blocks and price them in the current financial markets.
The program will first describe the different classes of structured products. We will analyse how structured products can be used to reach capital protection and to take full advantages of the great diversification opportunities in terms of underlying assets and payoff structures. Then the attention will be concentrated on the pricing and risk management issues of structured products. We will review equity, interest rates and credit pricing models and participants will try to build and price their own structured product.
Structuring products and understanding their building blocks
Pricing derivatives and structured products: pricing methodologies laboratory
Sensitivity and risk management analysis
Understanding the benefits and the draw backs of investing in structured products
Financial Markets Laboratory
The initiative is based on hands-on approach where theoretical classes are followed by computer-based simulation allowing participants to learn how to construct and price structured products.
Participants are asked basic Microsoft knowledge. No prior knowledge of programming or pricing models is required.
The program will be mainly based on the instructors notes. A list of references will be sent to all the participants.
You are normally required to take an English Proficiency Test if you come from a non-English speaking country.
Most European Universities recognise the IELTS test.More information on IELTS
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