Advanced Search































94 Event(s) Ordered by

1

16 Oct 2019 12:30 - 12:50 - Webinar
This webinar will be presented by Rachel Sexton, a partner and head of Financial Services – Forensic & Integrity services at Ernst & Young LLP, who specialises in investigations and compliance related to fraud and financial crime. This includes more than 20 years’ experience in advising boards and senior management teams on fraud risk management issues and sensitive investigations. Rachel is also a director of the counter-fraud charity Fraud Advisory Panel.

CPD: Not Stated / Price: £0.00 / Location: Global


Dates available on application - Bespoke Course
A comprehensive review of the pricing, structuring and risk-management of equity-linked exotics and structured products. The course is highly interactive with an emphasis on realistic pricing using professional-level derivatives software in Excel.

CPD: Not Stated / Price: Price available upon application / Location: London, UK


Dates available on application - Bespoke Course
A comprehensive review of the pricing, structuring and risk-management of FX-linked exotics, hybrids and structured products. The course is highly interactive with an emphasis on realistic pricing using professional-level derivatives software in Excel.

CPD: Not Stated / Price: Price available upon application / Location: London, UK


Dates available on application - Bespoke Course
A detailed review of swaps pricing and curve construction in the multi-curve post-crisis world. We look at OIS and the reasons for choosing it as the core discount curve, term premiums in LIBOR and the drivers of the tenor basis, and how projection curves can be bootstrapped from market prices.

CPD: Not Stated / Price: Price available upon application / Location: London, UK


Dates available on application - Bespoke Course
Hedging the risks associated with deformations (skew and smile) in the volatility surface is one of an option traders biggest headaches. This course looks in detail at vol surfaces in equity, FX and rates, and examine how to quantify and hedge the vanna and volgamma risk. The drivers of those risks, and the impact of stochastic vol, are discussed in detail. The issue of Normal versus Lognormal vol is discussed, and we review a variety of CEV, stochastic vol and local vol models including SABR.

CPD: Not Stated / Price: Price available upon application / Location: London, UK


Dates available on application - Bespoke Course
A comprehensive review of the pricing, structuring and risk-management of rates-linked structured products. The course is highly interactive with an emphasis on realistic pricing using professional-level derivatives software in Excel.

CPD: Not Stated / Price: Price available upon application / Location: London, UK


Dates available on application - Bespoke Course
A detailed review of interest rate options and structured products.

CPD: Not Stated / Price: Price available upon application / Location: London, UK


Dates available on application - Bespoke Course
A comprehensive course covering single-name and index CDS, the pricing of risky bionds, tranching and CDOs, and Nth-to-default baskets. All products are analysed both from the customer (buy-side) perspective and from the pricing/hedging (sell-side) perspective.

CPD: Not Stated / Price: Price available upon application / Location: London, UK


Dates available on application - Bespoke Course
A detailed introduction to pricing credit risk, starting from a hazard rate curve to price CDS and risky bonds in a self-consistent fashion.

CPD: Not Stated / Price: Price available upon application / Location: London, UK


Dates available on application - Bespoke Course
An introduction to all aspects of counterparty credit risk, with particular emphasis on OTC derivatives. We look at the standard metrics for counterparty risk, how to mitigate that risk (collateral, netting, break clauses) and how to charge for it (CVA).

CPD: Not Stated / Price: Price available upon application / Location: London, UK


1