Valuation of derivatives - Tools for valuation of derivatives (S1264) - distance learning

Blended learning

An wen richtet sich die Weiterbildung?

This seminar is dedicated to portfolio managers, back/middle office executives, risk managers, accountants, compliance officers, etc.

Dauer

2,00 Stunde(n)

Sprache(n) der Dienstleistung

EN

Ziele

Valuation of derivatives - Tools for valuation of derivatives.

Inhalt

  • Yield curve, no arbitrage principle, fundamentals of financial theory Fundamentals of stochastic calculus.
  • Calculation of a forward contract, its role in swaps & option pricing.
  • Theoretical/fair price vs market price.
  • Model risk.

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