Course list

Convertible Bonds: Issuing, Pricing and Investing

This course explains in detail the broad range of convertible securities and associated applications and trading strategies.

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

Workshops are built around real world convertible bond examples where participants will work their way through several prospectuses. The course also provides every participant with hands-on application of recent models to price convertibles based on Monte Carlo techniques. Exercises and pricing models are implemented using Excel functions and macros and participants will be able to take away all worked examples.

All delegates will receive a copy of the teachers' recent book “The Handbook of Convertible Bonds: Pricing, Strategies and Risk Management” published by Wiley.

  • Date:
  • 26th - 28th March 2018
  • Venue:
  • Central London and remotely via LFS LiveLFS Live
  • Fee:
  • £1325 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 New York and Singapore

Who The Course is For

  • Traders
  • Credit and equity risk managers
  • IT
  • Middle office
  • Quantitative researchers
  • Hedge funds
  • Portfolio managers
  • Structured products desks
  • 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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