The IFF School of Derivatives 2016

The School of Derivatives Course Highlights

This intensive course is designed primarily to provide detailed insights into the principles, methods and mathematical tools for understanding the analytics of derivatives structuring, use, valuation, control, and risk management. The emphasis is on better understanding of the intuition behind the analytics employed, and not the complex mathematics per se.

The course provides a unifying framework for understanding the two most influential analytical tools underpinning derivatives market valuation and products: model-free swaps (forwards) and model-dependent option, explaining the essence of derivatives use and valuation tools, bridging the gap between theory and practice. The trainer uses numerous worked examples incorporating actual historical market prices. Difficult concepts are illustrated throughout with concrete examples and worked through by extensive modelling using Excel spreadsheet applications