Séminaires Formations à distance

S1264 - Valuation of derivatives - Tools for valuation of derivatives

Public cible

This seminar is dedicated to portfolio managers, back/middle office executives, risk managers, accountants, compliance officers, etc.

Objectifs

Give a comprehensive review of the valuation of derivatives and its tools.

Description

• Yield curve, no arbitrage principle, fundamentals of financial theory Fundamentals of stochastic calculus.
• Calculation of a forward contract, its role in swaps & option pricing.
• Theoretical/fair price vs market price.
• Model risk.