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Euromoney Learning, In London
5 days
5,295 GBP
Next course start
6 November, 2023 See details
5 days
5,295 GBP
Next course start
6 November, 2023 See details
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Course description


This course makes the complex world Derivatives Markets easy to understand. While being prepared to tackle the difficult topics such as Option pricing, Securitisation and Credit Derivatives these products are explained in a way that is easy to comprehend. Case studies and exercises are used throughout, utilising “real life scenarios”, to aid learning and understanding. All the major types of derivatives are explained, from Exchange Traded to Over the Counter. We examine how Vanilla IRS and CDSs have migrated to electronic trading, meaning standardisation and the use of Clearing Houses for Netting. Counterparty Credit Risk (CCR) and the Credit Risk mitigation is dealt with. This course will give any participant, even starting with no experience, an in depth understanding of the modern derivative markets.

The course is inter-active and we encourage Participants to apply themselves to the exercises and case studies which are intended to mirror real work experience.

The exercises are relevant and up-to-date and we use both theoretical and where appropriate real life examples, where these are more helpful. In certain sections, we will refer to current economic data and live market prices, bringing a “real life” edge to the training.

Upcoming start dates

1 start date available

6 November, 2023

  • Classroom
  • London

Who should attend?

Who should attend?

  • Junior traders
  • Sales staff employed by banks selling treasury products to corporate clients
  • Asset managers
  • Treasury managers in banks and non-financial institutions non-financial institutions
  • Support staff, including those involved in back and middle office functions
  • Internal and external auditors
  • Risk managers/analysts
  • Finance directors
  • Finance managers
  • Legal staff
  • Accountants and auditors

Training content

Day One - Exchange Trade Derivatives

  • Life Cycle of a Financial Futures Contracts
  • Macro Trading with Futures

Day Two – Interest Rate Swaps (IRS) and Counterparty Credit Risk

  • Interest Rate Swaps Structure and Pricing
  • IRS Markets
  • Pricing More Complex Swaps
  • Macro Trading for Rates – Case study

Day Three – Credit Counterparty Risk, Equity Swaps and CFDs,

  • CCR (Counterparty Credit Risk)
  • Equity Swaps
  • CFDs

Day Four - Foreign Exchange Derivatives and Options

  • FX Forwards
  • NDFs _ Non Deliverable Forwards
  • Option Basics
  • Option Strategies
  • Pricing Options

Day 5 - Cross Currency Swaps, Credit Derivatives and Securitised Assets

  • Cross Currency Swaps
  • Credit Derivatives
  • Exercise Trading Vanilla CDS : Excel pricing and Valuation
  • Securitisation Markets - MBS, CLOs and CDOs


Course fee: £5295+VAT

Why choose Euromoney Learning?

4.6/5 rating on course check for service

60,000 professionals trained across public courses

80+ countries where training is delivered

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Euromoney Learning
8 Bouverie Street
EC4Y 8AX London

Euromoney Learning

At Euromoney Learning, we understand that learning doesn’t start and end when you leave the classroom. We know that the financial markets never stand still, and that technology has both simplified and added complexity at a break-neck pace. That’s why...

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