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Credit Derivatives and Equity and Bond IPO

Credit Derivatives and Equity and Bond IPO

Learn about Credit Derivatives, Equity, and Bond IPO

  • مقدم بواسطة
  • language الإنجليزية
الاشتراك الشهري
متضمن في
  • الباقة الإبتدائية @ AED 99 + VAT
  • الباقة الاحترافية @ AED 149 + VAT
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FX Markets Derivatives, Cross Currency Swaps, and Credit Derivatives

FX Markets Derivatives, Cross Currency Swaps, and Credit Derivatives

Learn about Credit Default Swaps (CDS) and other factors used in pricing and trading credit default products.

  • مقدم بواسطة
  • language الإنجليزية
الاشتراك الشهري
متضمن في
  • الباقة الإبتدائية @ AED 99 + VAT
  • الباقة الاحترافية @ AED 149 + VAT
اعرف المزيد
Advanced Topics in Derivative Pricing

Advanced Topics in Derivative Pricing

This course discusses topics in derivative pricing. The first module is designed to understand the Black-Scholes model and utilize it to derive Greeks, which measures the sensitivity of option value to variables such as underlying asset price, volatility, and time to maturity. Greeks are important in risk management and hedging and often used to measure portfolio value change. Then we will analyze risk management of derivatives portfolios from two perspectives—Greeks approach and scenario analysis.

  • مقدم بواسطة
  • التعلم الذاتي
  • 16 ساعات
  • language الإنجليزية
الاشتراك الشهري
متضمن في
  • الباقة الإبتدائية @ AED 99 + VAT
  • الباقة الاحترافية @ AED 149 + VAT
اعرف المزيد
Term-Structure and Credit Derivatives

Term-Structure and Credit Derivatives

This course will focus on capturing the evolution of interest rates and providing deep insight into credit derivatives. In the first module we discuss the term structure lattice models and cash account, and then analyze fixed income derivatives, such as Options, Futures, Caplets and Floorlets, Swaps and Swaptions. In the second module, we will examine model calibration in the context of fixed income securities and extend it to other asset classes and instruments. Learners will operate model calibration using Excel and apply it to price a payer swaption in a Black-Derman-Toy (BDT) model.

  • مقدم بواسطة
  • التعلم الذاتي
  • 14 ساعات
  • language الإنجليزية
الاشتراك الشهري
متضمن في
  • الباقة الإبتدائية @ AED 99 + VAT
  • الباقة الاحترافية @ AED 149 + VAT
اعرف المزيد