The market for index-linked bonds and inflation derivatives is growing rapidly. The program covers the mechanics of the instruments, their valuation and how they can be used to take or hedge inflation exposure alone or embedded in other structures.
Traders, risk managers, fund managers, project finance and structured finance practitioners, accountants, auditors, consultants and anyone interested in the use and operation of index linked securities and their derivatives. More than half of the seminar is devoted to practical small group sessions. These intensive exercises include simulations using Microsoft Excel or other industry standard software. Participants will be able to take away worked examples including a number of Excel functions and macros.
Who The Course is For
Traders, risk managers, fund managers, project finance and structured finance practitioners, accountants, auditors, consultants and anyone interested in the use and operation of index linked securities and their derivatives.
Basic understanding of bonds and interest rate derivatives, intermediate maths and Excel skills
This program is eligible for 16 Continuing Education credit hours from the CFA Institute. If you are a CFA Institute member, CE credit for your participation in this program will be automatically recorded in your CE Diary.
Introduction and Course Outline
The Building Blocks
Workshop: Estimating the inflation term structure from bonds
Introduction to Inflation Derivatives
Workshop: Zero coupon and revenue swaps with seasonality
Inflation Derivatives in Use
Workshop: Using inflation swaps
Inflation Options and Related Products
Workshop: Embedded inflation options
Related links: PDF OUTLINE REQUEST
New York City
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