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מכשירים מתקדמים בניהול השקעות

Bond Market & Derivatives Bootcamp

בימי שישי

בין השעות 08:30-12:30
07/09/2001-14/09/2001-21/09/2001-28/09/2001-12/10/2001

מלון שרתון תל אביב

מרצה עיקרי: גדי פיקהולץ.

 

נושאים מרכזיים שיטופלו במסגרת הקורס

 

Introduction to Derivatives: Overview. Forwards & Futures. Swaps. Structured Products/Asset Backed Securities. Options Payoffs. HJM model. Other option models. Valuation of Options by Numerical Methods.

Derivatives Products: Fixed Income Derivatives. Swaps. Swap Derivatives. Equities Derivatives. Indices Pricing. Index Futures. Convertibles & Warrants. Equity Derivatives. Pricing. Options. Equity Swaps. Currency.

Bond Market: Time Value of Money

present & future value. NPV approach. Bond Pricing & Yield Analysis. value of an 01.valuation. spot & forward rates. taylor expansion. Volatility in bonds price, derivatives

Yield Curves & Duration Analysis. portfolio duration & convexity. Fixed Income Securities. Securities. Mortgage Backed Securities. financial engineering & CMOs

 

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Copyright © 2001 The Financial Institute of Israel
Last modified: דצמבר 12, 2001