derivatives training COURSES

Essentials of Equity Derivatives
Essentials of Equity Derivatives

Essentials of Equity Derivatives

"Essentials of Equity Derivatives" is a comprehensive training course designed for finance professionals, investors, and students interested in a deep dive into the world of equity derivatives. The curriculum covers derivative products, futures, contingent claims derivatives, and structured products, providing insights into both regulated and OTC markets. Participants will explore the practical applications of futures, with case studies like the CAC 40 future and forward contract valuations offering real-world context.


The course also includes a detailed examination of options, their pricing models, and a look into exotic options and structured products. Participants will benefit from a mix of theoretical learning and hands-on exercises, equipping them with the skills to navigate equity derivatives markets effectively.

Ref: EOED-205

Learning Outcomes

  • Understand the role and functioning of equity derivatives.
  • Know about firm equity derivatives.
  • Become familiar with conditional derivatives.
  • Understand the operation of structured products.
  • Grasp the various methods of valuing equity derivatives.

Who Should Attend?

  • Fund Manager
  • Portfolio Manager
  • Wealth Manager
  • Management Assistant
  • Financial Analyst
  • Bank Treasurer
  • Corporate Treasurer
  • Financial Engineer

Duration

  • 2 days or 14 hours

Price

  • €2050 + VAT for one participant. 
  • €1640 + VAT each for a group of 2 or 3 participants, only with group registration. 
  • €1310 + VAT each for groups of more than 3, only with group registration.

Tailored Training Solutions for Your Team

  • We offer the option to collaboratively develop customized programs.
  • If you don't find precisely what you're looking for, we are here to assist you in constructing the perfect solution for your organization.
  • Any of our training courses can be delivered just for your team.
  • We can also co-create bespoke programmes, so if you can't find exactly what you need, we can help you build the right solution for your organisation.
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Training Program

I. Equity Derivatives Ecosystem 

  1. The role of a derivative product.
  2. Regulated markets and the OTC market.
  3. Key figures and data.

II. Forward commitments Derivatives

  1. Futures: the role of futures and forward contracts.
  2. Futures: margin, deposit, leverage effect, and base.
  3. Pricing and Valuation of futures and forward contracts.
  4. Swaps: role, pricing and valuation.
  5. CFD: Contract for Difference or the "retail" version of equity swap.
  6. ETFs.
  • Practical Cases: 
    • Example of the CAC 40 future in the case of portfolio hedging.
    • Calculate the price and value of a forward contract.
    • Determine the value of an equity swap in two cases.

III. Contingent claims Derivatives

  1. Options: definition, operation, and typology.
  2. Option pricing: the binomial model, demystifying the Black and Scholes formula, the Monte Carlo method.
  3. Use of option combinations for refined strategies.
  4. Second-generation options or exotic options: barrier option, binary option, and Asian option.
  5. Warrants.
  • Practical Cases:
    • Determine the option price using one and two-period trees.
    • Analyze the impact of the "Greeks" on the option price using an option pricer.
    • Quiz on strategies combining multiple options.

IV. Structured Products

  1. Capital protection.
  2. Optimization.
  3. Participation.
  4. Leverage.
  • Practical Case:
    • Analysis of a structured product.