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Convertible Bonds, Hybrids and CoCos: Issuing, Pricing, and Investing

This course explains in detail a range of convertible securities, their applications and trading strategies (with special attention to hybrids and Contingent Convertibles - CoCos).

Participants will undertake a series of workshops to explore key ideas including pricing convertible bonds, the incorporation of credit risk, handling corporate events such as ratchets, calculating Greeks and simulating trading strategies.

Workshops are built around real world convertible bond examples where participants will work their way through several prospectuses.

All delegates will receive a copy of "The Handbook of Hybrid Securities. Convertible Bonds, CoCo Bonds and Bail-In", co-written by Dr Jan De Spiegeleer and published by Wiley.

  • Date:
  • 10th - 12th July 2019
  • Venue:
  • Manhattan - New York
  • Fee:
  • US$1625 per day

  • You might be eligible for preferential rates. Please contact us to check if your company is a member of the LFS Global Client Programme.

This course is also available in London and Singapore

Who The Course is For

  • Traders
  • Credit and equity risk managers
  • IT
  • Middle office
  • Quantitative researchers
  • Hedge funds
  • Portfolio managers
  • Structured products desk
  • Debt capital markets staff

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Prior Knowledge

  • Numerate background (basic)
  • Basic knowledge of fixed income and equity products
  • Basic knowledge of Microsoft Excel

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