This programme explains contingent convertible bonds (CoCos) and other new hybrid products in detail, their associated applications and trading strategies. Participants will undertake a series of cases-studies and workshops to understand the key differentiating features between these products and traditional asset classes. Exercises also include pricing and valuation techniques and risk management.

The course provides every participant with hands-on application of single and multi-factor models to price hybrids, including a simulator of the American Monte Carlo technique. These models are implemented using Excel functions and macros that delegates can take away to apply in the office.

Download Brochure here

Date: 10th - 11th October 2013
Venue: Central London

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