This advanced three-day course covers the pricing, hedging and application of FX exotics for use in trading, risk management, financial engineering and structured products.
FX exotics are becoming increasingly commonplace in today’s capital markets.
This course provides practical focus on coverage of the management techniques for treasury activities in financial, corporate, and government institutions. Despite organisational differences, treasuries in these various types of institutions share i
The BGM Libor and Swap Market Models are the last generation of financial models for interest rate derivatives, and those that cope more easily with the new market characterised by large basis spreads and CSA discounting or funding and CVA adjustment
Tighter restrictions on model specification may drive a wedge between models used to calculate risk weightings and the models that banks use for other purposes such as pricing, capital allocation and the calculation of risk-adjusted returns.
This may
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