Course Description

This course has been designed to be very practical and to do the maximum exercises on excel spreadsheet. This should allow the participants to understand the pricing of these complex derivative products.

Date:

• 14th of October 2008

Location:

• Asterias offices 212 Piccadilly.

Price:

• £ 1,250 + applicable sales tax
• lunch & course material included

Format:

• From 9 am to 6 pm
• Groups from 6 to 10 participants

Content:

• Futures & Options, Equity Swaps, CDS
• I DEFINITIONS, REVIEW OF MECHANICS
• II PRICE FACTORS
• III EXERCICES USING EXCEL SPREADSHEETS
• III TYPE OF RISKS ASSOCIATED