Inflation Derivatives and Index-Linked Bonds
The market for inflation derivatives and other index-linked products is constantly evolving. This programme 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 programme 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.
- Date:
- 2nd - 3rd April 2019
- Venue:
-
Central London and remotely via LFS Live
- Fee:
- £1395 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
- 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
Tell a colleague about this course
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 programme.
Keep me updated about this course via email

Call now for more information on this course or to book:
EMEA +44 (0) 20 7378 1050

A really concise course on the inflation linked derivatives market. We covered a lot over a short space of time and it was all supported by interesting practical exercises.
You may also be interested in...
Convertible Bonds: Issuing, Pricing and Investing
Electronic Trading and Algorithmic Execution
Fixed Income Markets and Analytics
Implementing Fundamental Quantitative Techniques
Interest Rate Derivatives 1: Hedging and Managing Risk
Interest Rate Derivatives 2: Structured Products
Interest Rate Modelling in the Multi-curve Framework: Collateral and Regulatory Requirements

London Financial Studies is registered with GARP as an Approved Provider of Continuing Professional Development (CPD) credits.