Description
This course forms Module 2 of the Advanced Derivatives course and is a detailed 3-day course covering Equity Derivatives, FX, Credit and XVA
Day 3 - Equity and FX options, exotics, structured products and trading the volatility surface
Day 4 - Credit derivatives, CDOs and structured credit
Day 5 - Funding, XVA, and the new regulatory world
The emphasis is on a healthy mix of theory and client applications, and is illustrated throughout with real-life examples and case-studies.