Structured Products: Risks, Rewards, Valuation
SDA Bocconi School of Management
| Application deadline: | 4th June 2013 |
| Tuition fee: |
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| Start date: | June 2013 |
| Duration full-time: | 4 days |
| Languages: |
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| Location: |
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| Delivery mode: | On Campus |
Description
Value Drivers
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 underlyings and of risk/return profiles. Also, on which are the pricing and risk issues to consider 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, on how to break down structured products into their base building blocks and price them in the current financial markets.
The program is mainly addressed to:
- Financial Consultants
- Fund Managers
- Client Relationship Managers
- Middle & Back Office personnel, reporting staff
- Compliance Officers
- Institutional investors
- Risk Managers
- Quantitative Analysts
Contents
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.
Main Contents
Structuring products and understanding their building blocks
- Structured products overview
- Equity structured products
- Interest rates structured products
- Credit structured products
- Certificates
- Capital protected funds
Pricing derivatives and structured products: pricing methodologies laboratory
- From Black and Scholes to Monte Carlo Simulation
- Libor market model and other interest rate pricing models
- Computer-based sessions
Sensitivity and risk management analysis
- Risk measures for structured products
- VAR for structured productsVAR for structured products
Understanding the benefits and the draw backs of investing in structured products
- Capital protection
- Asset Diversification
- Payoff Diversification
- Costs and liquidity of structured products
Financial Markets Laboratory
Requirements
Participants are asked basic Microsoft knowledge. No prior knowledge of programming or pricing models is required.
Accreditation
As a participant in the CFA Institute Approved-Provider Program, SDA Bocconi School of Management has determined that this program qualifies for 25 CE credit hours.
If you are a CFA Institute member, CE credit for your attendance at this event will be automatically recorded in your CE Diary.
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 IELTSContact
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