Corso attualmente non disponibile
Structured Products: Risks, Rewards, Valuation
Corso
A Milano ()
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Descrizione
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Tipologia
Corso
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Livello
Livello avanzato
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Durata
4 Giorni
Rivolto a: Financial Consultants Fund Managers Client Relationship Managers Middle & Back Office personnel, reporting staff Compliance Officers Institutional investors Risk Managers Quantitative Analysts.
Opinioni
Materie
- Structured products
- Break down structured products
Professori
Equipe docenti
SDA Bocconi
Programma
The program will first describe the different classes of structured products. We will analyse how structured products can be used to reach capital protection and to take full advantages of the great diversification opportunities in terms of underlying assets and payoff structures. Then the attention will be concentrated on the pricing and risk management issues of structured products. We will review equity, interest rates and credit pricing models and participants will try to build and price their own structured product.
Structuring products and understanding their building blocks- Structured products overview
- Equity structured products
- Interest rates structured products
- Credit structured products
- Certificates
- Capital protected funds
- From Black and Scholes to Monte Carlo Simulation
- Libor market model and other interest rate pricing models
- Computer-based sessions
- Risk measures for structured products
- VAR for structured products
- Capital protection
- Asset Diversification
- Payoff Diversification
- Costs and liquidity of structured products
- Credit value adjustment
- Funding value adjustment
- An application with Numerix libraries
SDA Bocconi School of Management is registered with CFA Institute as an Approved Provider of continuing education programs for CFA Institute members. This program qualifies for 28 CE credit hours. If you are a CFA Institute member, CE credit for your participation in this program will be automatically recorded in your CE tracking tool. CFA Institute members receive 10% off the program fee.
Hai bisogno di un coach per la formazione?
Ti aiuterà a confrontare vari corsi e trovare l'offerta formativa più conveniente.
Structured Products: Risks, Rewards, Valuation