Advanced Derivatives: Applications, Pricing & Hedging

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A 5-day course with extensive case studies covering:

  • Derivative Instruments and Markets
  • Forwards and Futures Markets
  • Interest Rate Forwards and Futures
  • Yield Curve Modelling Techniques
  • Interest Rate and Currency Swaps
  • Applications of Swaps in Managing and Trading Interest Rate Risk
  • Non-Linear Derivatives – Vanilla and Exotic Options
  • Option Pricing and Valuation
  • Option Risks and Risk Management
  • Interest Rate Options
  • More Advanced Interest Rate Models – Stochastic Term Structure Models
  • Mismatch Swaps and other more Complex Swap Structures
  • Structured Applications of Derivatives in Trading, Hedging and Structured Products
  • Overview of the Credit Derivatives Market – Trends and Developments
  • Credit Default Swaps; Operational Practices and Market Conventions
  • Credit Risk Modelling and Pricing of Credit Derivatives
  • Credit Portfolio Risk Management – Practical Applications of Credit Derivatives
  • Second Generation Credit Derivatives and Structured Credit Products

Who should attend

  • Derivatives sales and trading personnel
  • Structurers
  • Risk control, risk management and audit personnel
  • Asset Liability Managers
  • Asset managers
  • Corporate treasury
  • Hedge Fund Managers
  • Related Courses


    We can bring this course to your company's office.

    If you simply want to run this course at a location convenient to you or if you want a completely customised learning solution, we can help.

    We produce learning solutions that are completely unique to your business. Our tailored learning solutions are designed specifically for your organisation’s needs.

    We’ll be here to support you every step of the way. From the initial consultancy through to evaluating the success of the full learning experience. We'll ensure you get the maximum return on your training investment.

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    Why us

    We have a combined experience of over 60 years providing learning solutions to the world’s major organisations and are privileged to have contributed to their success. We view our clients as partners and focus on understanding the needs of each organisation we work with to tailor learning solutions to specific requirements.

    We are proud of our record of customer satisfaction. Here is why you should choose us to help you achieve your goals and accelerate your career:

    • Quality – our clients consistently rate our performance ‘excellent’ or ‘outstanding’. Our average overall score awarded to us by our clients is nine out of ten.
    • Track record – we have delivered training solutions for 95% of worlds’ top 100 banks and have trained over 250,000 professionals.
    • Knowledge – our 150 strong team of industry specialist trainers are world leading financial leaders and commentators, ensuring our knowledge base is second to none.
    • Reliability – if we promise it, we deliver it. We have delivered over 20,000 events both in person and online, using simultaneous translation to delegates from over 180 countries.
    • Recognition – we are accredited by the British Accreditation Council and the CPD Certification Service. In an independent review by Feefo we scored 96% on service and 95% on product