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Can't travel? Don't want to travel? LFS LiveLFS Live brings the class to you!

  • Live interactive training from world renowned practitioners in the comfort of your own home
  • Real classroom experience without the inconvenience of travel
  • World class teaching from the comfort of your preferred location

Please contact us for more information at info@londonfs.com.

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Inflation Derivatives and Index-Linked Bonds

The market for inflation derivatives and other index-linked products is constantly evolving. This program covers the mechanics of the instruments, their valuation, and how they can be used to take or hedge inflation exposure alone or embedded in other structures. Seasonality and convexity when using these products is also analyzed.

More than half of the program is devoted to practical small group sessions. These intensive exercises include simulations using Microsoft Excel or other industry standard software. Participants will be able to take away worked examples including a number of Excel functions and macros.

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  • Date:
  • Please contact us
  • Venue:
  • Manhattan - New York
  • Fee:

This course is also available in London Time Zone and Singapore Time Zone

Who The Course is For

  • Traders
  • Risk managers
  • Fund managers
  • Project finance and structured finance practitioners
  • Accountants, auditors, consultants, and anyone interested in the use and operation of index linked securities and their derivatives

Learning Objectives

  • Understand the mechanics of index-linked bonds and inflation derivatives
  • Gain clarity on the fundamental issues raised when inflation exposure is being managed
  • Analyze relative value in the index-linked and nominal bond markets through asset swaps
  • Understand the impact of seasonality on inflation swaps and related products
  • Learn how to use inflation derivatives for trading and managing risk
  • Understand the similarities and differences between options on interest rates and inflation
  • Gain familiarity with embedded inflation options

Prior Knowledge

Basic understanding of bonds and interest rate derivatives, intermediate maths, and Excel skills.

Preferably, delegates should have taken the LFS Interest Rate Derivatives 1 course or be completely familiar with the details of what is covered in that program.


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