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:
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
Participants are asked basic Microsoft knowledge. No prior knowledge of programming or pricing models is required.
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 IELTS
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