Background: In the recent years, the complexity and sophistication of the interest rate derivatives markets has increased manifold. This has in turn made the valuation and risk analysis of these products a highly challenging task. The current programme provides participants a rigorous analysis of the latest advances in the product portfolio and the associated pricing techniques.
Objectives: The four-day full-time programme starts with a comprehensive introduction to the various fixed income securities and their derivatives. This is followed by an in-depth analysis of the popular pricing models. Finally, participants will implement these pricing models using Excel spreadsheets.
Target audience: Managers engaged in treasury operations of banks, bond traders, regulators, fund managers and researchers working in the area of fixed income analytics and derivatives.
Date: NOV 21-23, 2007
Venue: IFMR Chennai
Fee: Rs. 20000/-(Non-residential)
Course Co-ordinator: Prof. R.L. Shankar and Prof. R. Chandrasekar
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