Foreign Exchange, Derivatives and Risk Management

Price: £154.00

This course on Foreign Exchange and Derivatives covers

• FX Market and Trading
• Properties of Different Currencies
• FX Benchmarks
• High-Yield Currencies
• Volatility of Exchange Rates
• Economic Drivers of Currency Movements
• FX Forwards – Market, Trading and Pricing
• Non-Deliverable Forwards
• Vanilla Options – Motivations, Specifications, Exercise and Settlement
• Option Structures
• FX Risk Management
• Relationship between Puts and Calls
• Factors affecting Option Valuation
• Moneyness, Intrinsic Value and Time Value
• Portfolio Risk Management
• Estimating future P&L changes

Who this course is for

• FX Sales, traders, structurers and quants
• Bank Treasury, Asset Liability and Risk Managers
• Central Bank and Government Treasury and funding managers
• Asset managers and Hedge Funds
• Company finance executives and investment bankers

Prior knowledge

• Basic understanding of financial markets
• A basic familiarity with the FX market and of derivatives is recommended