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TBC, Online

Structure and use derivatives to manage risk and add value

A five-day practical training course


We can customise it to meet your specific training requirements and deliver it face-to-face or digitally. Contact Leigh Kendall for more information.

A Masterclass in Derivatives training course

Learn how to

  • Value and model of fixed income and equity-linked derivatives
  • Trade and structure options and manage the risks
  • Use integrated stochastic yield curve models
  • Use securitisation and hybrid corporate credit-risky securities
  • Use credit derivatives and credit risk models

Case studies and practical

The many computer-based exercises include

  • FRAs cash flows
  • Swap fixed leg cash flows
  • Constructing semi-annual swap
  • Bootstrapping futures strip zeros
  • Valuing existing off-market swaps
  • Black–Scholes option pricing model
  • Long volatility (Gamma) trading
  • Pricing interest rate caps and floors
  • Yield curve model & convexity adjustment
  • Valuing Bermudan options, interest rate swaps
  • Pricing single-named CDSs
  • Jarrow–Turnbull reduced form model

Key information

Dates: Contact Customer Services for the next available course date
Venue: Online and Central London
Course leader: TS Ho

Online course fee: £2999 + VAT if applicable
London course fee: £4999 + VAT @ 20% = £5998.80

Why choose IFF

TRACK RECORD we have been delivering expert training to the banking, finance and energy sectors since 1991

INNOVATION – our courses are continually reviewed so you can be sure they are focusing on the most current issues

KNOWLEDGE – all of our trainers are highly experienced practitioners and leading subject matter experts so you can be confident you are learning from the very best

SMALL CLASS SIZES – to aid learning and increase your personal interaction with the trainer

VALUE – we provide a practical training experience with skills that can be used immediately to gain a tangible return on your investment

ACCREDITATION – we are accredited by the British Accreditation Council (BAC)

Proud to partner

IFF is the official learning partner of QuantMinds, the world's leading event series for quant professionals.

Find out more about QuantMinds' events, articles and interviews.

CPD Certified

Engaging in Continuing Professional Development ensures that both academic and practical qualifications do not become out-dated or obsolete; allowing individuals to continually ‘up skill’ or ‘re-skill’, regardless of occupation, age or educational level. This course has been assessed and is CPD certified.