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Equity Derivatives and Structured Products

Equity indices, swaps, and options are an essential part of the financial marketplace. This program will equip you to use, price, and manage the risk of equity index products, equity and dividend swaps, options, exotic options, and structured products.

The program starts with the building blocks of equity market indices, dividends, futures, and forwards. From there, it progresses to equity and dividend swaps. It covers issues in swap valuation including collateral and credit risk as well as the practical applications of swaps in corporate finance, M&A activity, and investment management. Day two examines equity options with a focus on practical applications and strategies across risk management, trading, corporate treasury, and investment management. Advanced issues of valuation and hedging – including best ways to model dividends and the impact of the volatility smile – are also tackled. The last day of the program covers exotic options and structured products with a practical guide to modeling and hedging these products.

The approach is hands-on and learning is enhanced through many practical exercises covering hedging, valuation, and risk management. The exercises use Excel spreadsheets which participants can take away for immediate implementation.

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  • Date:
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  • Manhattan - New York
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This course is also available in London and Singapore

Who The Course is For

  • Equity and Derivative sales, traders, structurers, quants, and relevant IT personnel
  • Asset allocation managers
  • Equity portfolio managers
  • Insurance Company investment managers
  • Company finance executives and investment bankers
  • Risk managers, finance, IPV professionals, auditors, and accountants

Learning Objectives

  • Gain familiarity with corporate structure, types of equity, indices, dividends, repos / stock lending, futures, and forwards – and how to use them
  • Learn about equity and dividend swap products, their uses in trading, M&A and portfolio management, and how to price them and manage the various risks
  • Gain an understanding of equity options, their definitions, and characteristics – and learn how to price them and manage their risk, and how to use them for taking equity risk, yield enhancement, and portfolio protection
  • Learn how to use and structure exotic options and other structured products

Prior Knowledge

Basic knowledge of Microsoft Excel and a general understanding of equity markets are assumed.

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