Modeling and Analysing Derivatives using Excel Delhi

Modeling and Analysing Derivatives using Excel Delhi


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About The Event

Program Objective:

A common misconception is that understanding derivatives requires knowing a lot of advanced math which is the privilege of only the geeks. That said, sometimes you probably wonder how do these large bunch of I-Bankers manage to provide derivative solutions to their clients because they don’t seem to have been rocket scientists in their previous avatar. There would have also been questions like how do you actually engineer those financial products? May be, you read something called Black Scholes, Ito’s Lemma, and so on but they didn’t quite answer those questions convincingly, much less, make sense in the context of the real world of finance.

In the last two decades, derivatives have become all-pervading in financial markets with outstanding notionals in excess of US$ 600 trillion. If your profession has anything to do with finance, then there is a pretty high chance that you will have something to do with derivatives at some point or the other. This course tries to demystify and simplify derivatives using a tool like Excel. For a practioner, it may be difficult to relate the Black-Scholes equation but it would probably start to make sense once you start thinking like an accountant about all these greeks and put the differential equations in excel. In the workshop, we will start to think of each of these greeks in terms of money, which is what traders do. The program covers a comprehensive list of topics that derivative practioners need to understand for their day-to-day work.

Dates & Venues:

8th - 9th Dec, 2010    Delhi   
8th - 9th Dec, 2010    Ahmedabad   
15th - 16th Dec, 2010    Bangalore   
15th - 16th Dec, 2010    Mumbai    

Key Benefits:

1)Understand financial engineering specifically, how derivative structures are engineered2) Pricing and risk management of Equity, FX, Interest Rate and Credit Derivatives3)Demystify and simplify the quantitative techniques in analysing derivatives using Excel4) Be aware of derivatives as risk management tools5)Learn how to manage a derivative portfolio6)Appreciate how derivatives are structured to suit client requirements7) Learn simulation techniques for pricing derivatives8) Learn how to solve any stochastic partial deferential equation (including Black Scholes equation) using spreadsheets9) Understand Greeks (Delta, Gamma, Vega & Theta) and the monetary implications of each of them

Program Faculty:

Our faculty is an experienced Investment Banker and a guest faculty in finance in IIMs, who specializes in Fixed Income, Foreign Exchange and Credit Derivative products. We has conducted training programs for banks and corporates in India, Singapore, Hong Kong, Middle East, and South Africa on topics such as Credit Derivatives, Fx Derivatives, FI Derivatives, ALM, M&A, Financial Modeling for LBOs, Debt Capital Markets, Basel II and Risk Management.

Who Should Attend:

1)Corporate Finance Professionals2) Quantitative analysts3) Investment Bankers4) Risk professionals5) Treasury managers6) Controllers7) Economists

For registration and more information on the workshop or to find out about exhibition, sponsoring the workshop, please contact Padmakumar. Bala, at
Ph: +91 9094532918 / +91 44 45018472.

For More Details Please Visit the following link

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