Financial derivatives are financial instruments whose value is derived from the value of an underlying asset, such as a stock, commodity, or currency. These instruments are used to manage risk, speculate on future price movements, or to gain exposure to certain markets or assets.
This training is divided into three parts:
The first part introduces the different types of fundamental derivatives,
The second part focuses on the valuation of derivatives and covers a range of topics.
The third part covers accounting for derivatives and This training is designed to provide participants with practical skills and knowledge that can be applied in real-world scenarios.
Identify the different types of fundamental derivatives
Classify each derivative as a forward, future, swap, FX swap, or option
Explain the difference between European and American options
Analyze the use of bootstrapping and interpolation in valuation
Calculate Forward rates given a set of parameters
Forward.
Future.
Swap and FX Swap.
Options (Cap, floor, call and put, etc).
Type of options (European and American).
Building term structure.
Bootstrapping and interpolation.
Calculation of Forward rates.
Duration and Convexity.
DV01 and PV01.
Binomial tree.
Mont Carlo simulation.
Black Scholes Model.
Greeks.
Hedging vs Speculation for derivatives.
Hedge Accounting application and requirements.
Beacon FinTrain prioritizes excellence in every service, ensuring top-notch, reliable, and consistent outcomes that meet and exceed client expectations.
We focus on finance, offering expert knowledge and bespoke solutions that cater to the unique needs of finance professionals in the Middle East and Africa.
Time is money. We respect deadlines, delivering precise and timely results to help our clients stay ahead in the fast-paced financial world.
Beacon FinTrain is a guiding light in finance, providing insightful advice and support to navigate the complexities of financial markets and regulations.
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Adapting to the dynamic finance sector, we offer versatile services and solutions that align with the evolving needs of our clients.