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A one day practical program that covers derivatives, their pricing mechanics and the market infrastructure that supports trading, clearing and settlement.
This course gives a concise, practitioner focused view of derivative instruments and the markets where they trade. Participants learn the economic rationale for forwards, futures, swaps and options, and practice basic pricing and payoff analysis. The program balances product mechanics with market structure. Exchange traded venues, OTC markets, central clearing counterparties, margin and collateral practices are all covered. Case studies and short Excel exercises make the topics immediately usable for treasury, risk and trading professionals.
Overview of forwards, futures, swaps and options, payoff mechanics and use cases
Spot forward relationships, basic futures pricing, swap cash flows and option payoff logic
Market venues, execution, clearing, CCPs, margin and collateral practices
Hedge objectives, hedge ratio, basis risk and simple hedge accounting concepts
Liquidity, basis, wrong way risk, counterparty exposure and mitigation tools
Excel exercises, payoff and P&L examples, short case study with hedge design and evaluation
After this course participants will be able to explain how major derivative instruments work, perform basic pricing and hedge calculations, and assess the main market and operational risks involved in trading and clearing. They will leave with simple templates and checklists to apply in trading, treasury and risk workflows.