{"courseid":"66","coursename":"FX Exotic Options","coursecode":"FXE","courseimage":"https://f.hubspotusercontent00.net/hubfs/8053800/Header%20Images/Group%203.jpg","youwilllearn":"<ol><li><span>Source, interpret, process and gauge market data including spot, forward, rates, volatility </span></li><li><span>Build interpolation tool for volatility smile, calculate Greeks, hedge volatility risk </span></li><li><span>Design structured products; trading costs, calculate delta and vega hedge, smile effect</span></li><li><span>Price and hedge exotics, build hedging tool, determine impact of volatility smile risk</span></li></ol>","when":"<h4 style='text-align: center;'><span>22nd - 24th February 2027</span></h4><h4 style='text-align: center;'><span>5th - 7th July 2027</span></h4>","prices":"<h4 style='text-align: center;'>&pound;<span>3900</span> (US&dollar;<span>4800</span>)</h4>","whoshouldattend":"<ul style='text-align: center;'><li style='text-align: left;'>Quants/ Financial Engineers: To learn how the products are used</li><li style='text-align: left;'>Traders: To deepen the technical background</li><li style='text-align: left;'>Risk Managers: To understand the front-office way of thinking</li><li style='text-align: left;'>Structurers: To learn more about pricing and models</li><li style='text-align: left;'>Researchers: To understand the practical matters</li><li style='text-align: left;'>Sales People: To get the overview of product development and smile adjustments</li></ul>","priorknowledge":"<ul style='text-align: center;'><li style='text-align: left;'>This course is for anyone new to FX Exotics, and those who need to bring their knowledge up to date and learn how the overall FX options market works. However, this is not a basic course on options and understanding of the FX vanilla options market and FX smile is essential to understand exotics.</li><li style='text-align: left;'>The programme is also not a pure quantitative modelling seminar, but will provide the necessary mathematics you need to understand to be successful in FX Options.</li></ul>","teacherimage":"https://f.hubspotusercontent00.net/hubfs/8053800/Teachers/Uwe%20Wystup-min.jpg","teachername":"Uwe Wystup","teacherbio":"<p style='text-align: center;'>Dr Uwe Wystup is an expert in foreign exchange derivatives and quantitative finance, combining extensive industry experience with a distinguished academic career. He is Managing Director of MathFinance AG, Professor of Financial Option Price Modeling and Foreign Exchange Derivatives at the University of Antwerp, and Honorary Professor of Quantitative Finance at Frankfurt School of Finance & Management. </p><p style='text-align: center;'>Uwe has worked in FX derivatives since 1992, holding senior roles at Citibank, UBS, Sal. Oppenheim and Commerzbank. He is also a Public Expert on Currency and Interest Rate Management for the Chamber of Commerce and serves as a judge at the Financial Court and Commercial Court in Germany. He holds a PhD in Mathematical Finance from Carnegie Mellon University. </p><p style='text-align: center;'>Uwe is the author of Foreign Exchange Risk, first published in 2002 and translated into Mandarin, and FX and Structured Products, now in its second edition. He has published extensively in academic journals and writes the FX Column for Wilmott magazine. </p>","brochureid":"4399","sampleid":"1291"}