Derivatives and Risk Management
INTRODUCTION
This is a course on the analytics of financial derivatives and risk management that also covers a range of topics in contemporary finance. Specifically, the course examines the pricing and use of financial derivatives, including options, forwards, futures, and swaps, as well as credit derivatives in risk management. The course focuses extensively on the analytical aspects of derivative products and the practical applications of risk management tools in various contexts.
Learning Objectives
- be able to describe the main types of market risks and identify the volatility of these risk factors;
- understand the importance of risk management and be able to describe the main tools for managing market risks;
- be able to identify the sources of value creation in a company through market risk management;
- understand the different ways of measuring market risks, as well as their advantages and disadvantages;
- be able to assess market risks using scenario analysis;
- be able to assess market risks using simulation analysis;
- be able to prepare a bar chart of an expected profit distribution taking into account market risks;
Target Group
Capital markets, risk, credit analysts, origination, corporate and bank treasurers, investment management and regulatory professionals who need a better understanding of the practical day to day risks involved in different types of derivatives.