Derivative Products II
Deeper look at the world of derivative products using computer software designed specifically for capital markets and derivatives training.
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Module 1: Yield Curves
- Different Types Of Yield Curves
- What is the par swap curve
- Par Swap Curve
- The Spot Curve (Term Structure Of Interest Rates)
Module 2: Calculating Spot Rates & Forward Rates
- Calculating Spot Rates (Bootstrapping Method)
- Calculating Forward Rates
Module 3: Calculating Swap Rates
- The Eurodollar Contract Specifications (Review)
- Discount Factors (Time Value of Money)
Calculating Adjustments for Different Day Count Conventions
- Calculating Swap Rates Using The Eurodollar Futures
- Calculating The Net Present Value Of Swap
Module 4: Options
- Basics Of Option Contracts (Review)
- Inputs Into Option Pricing Model
- Volatility: Types Of Volatility & Probability
- Normal & Lognormal Distribution
- Option Pricing Models: Black-Scholes & Binomial Pricing Models
- Option Pricing Models & The Real World
- Managing Options Risk - The Greeks
Module 5: Interest Rate Options
- Define Caps, Floors, Collars & Swaptions (Review)
- Pricing Caps, Floors, Collars & Swaptions
- Applications of Caps, Floors, Collars & Swaptions
Module 6: Swap Users In ToDay's Markets
- Uses By Corporations (Asset-Liability Management, Bond Issuance)
- Uses By Asset Managers (Leveraged And Non-Leveraged Uses)
- How a Corporation Might Use Swaps
- How an Unleveraged Asset Manager Might Use Swaps
- How a Hedge Fund Might Use Swaps
Module 7: Equity Linked Notes
- Define the structure of an equity linked note
- Examine a specific structure