Outcomes
- By the end of this training course, trainees will able to explore the practical uses of basic types of derivative instruments ( options , forward rate agreement FRA , interest rate swap IRS , forward foreign exchange & foreign exchange swap ) with an emphasis on the use of derivatives in risk management.
Target Group
- Senior dealers & brokers , relationship managers , traders , investment managers , and risk management personnel.
- Anyone need to acquire knowledge about derivatives.
Contents
- Options :
- Definition and terminologies.
- Option moneyness.
- Calculating the option premium.
- Options payoff profile(Long Call & Long Put).
- Forward rate agreements (FRA) :
- Overview , definition of FRA.
- Buying and selling the FRA .
- Interest rate swap (IRS) :
- Definition .
- Interest rate swap explanation .
- The advantages of IRS.
- Forward foreign exchange & foreign exchange swap :
- Forward foreign exchange market :
- Definition , uses , calculation.
- Forward Points “Swap Points”.
- Relationship of forward points to interest rates.
- Foreign exchange swap (definition and structure) .
- Examples and practical cases.