Training: Credit Derivatives Pricing, Hedging & Risk
|

Credit Derivatives Pricing, Hedging & Risk
The course provides an in-depth review of the pricing and risk analysis methodologies in current use for bespoke CDOs together with practical examples and investigation of how structures respond to changes in the credit environment. The viewpoint is not only that of the trader/hedger but also the buy-and-hold investor. Spread changes have surprised some with the impact they can have on the valuation of their structures – this course addresses many of these issues and provides attendees with the tools and knowledge to make their own investigations. Cash-flow CDOs and credit structures are also reviewed.
Delegates on this cutting-edge training course will learn about: The features of credit derivative products – single name derivatives and structured credit products Understanding (non-mathematical) pricing concepts for credit derivatives Apply these products in practical situations Recognise the risks in the products and in their application Understand how the different products and related markets link with each other
Prices: £2250 +vat/$3950
This course is led by former Geoff Chaplin, former head of exotics credit derivatives at Nomura & ABN AMRO, and a partner of Reoch Credit Partners
Course dates for 2009 will be announced shortly. If you would like to discuss a bespoke, private training course for your team please contact us
Or call +44 20 7438 1127 or 1800 347 0161 from USA/Canada.
To download a brochure please fill out the fields below and click submit:
|

|

|

|



|