Advanced Credit Derivatives

Markets and IB

Advanced Credit Derivatives

  • LEVEL:Advanced
  • COURSE DURATION:2
  • PRICE:5000.00
  • DESCRIPTION:

    This is an advanced course on credit derivatives and structured credit, focusing on the products, their applications, pricing and risk-management.

    After this course, participants will be able to:

    • Execute a CDS hedge, both single-name and index.
    • Understand and trade the cash-CDS basis.
    • Structure credit derivative positions such as curve steepeners and flatteners.
    • Trade single tranches of synthetic CDOs, and delta-hedge the positions.
    • Understand and trade credit exotics such as Nth-to-default baskets.
  • AUDIENCE:

    Traders, structurers, salespeople, risk-management.

  • PRIOR KNOWLEDGE:

    Solid knowledge of credit derivatives.

Please contact the Academy if you are interested in attending this course.


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