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Structured Products: Risks, Rewards, Valuation - 4 Day Executive Education Course in Milan
Structured products are one of the fastest growing segments in the financial markets.
This program focuses on how structured products can be used by investors to access a large variety of underlying and risk/return profiles.
Also, what are the pricing and risk issues to consider when investing and trading structured products.
This is achieved through the use of a combination of theoretical lessons, computer workshops and invited practitioners seminars.
At the end of the program, participants will have a broad overview of the rationale underlying the use of structured products, how to break down structured products into their base building blocks and price them in the current financial markets.
This program is presented in partnership with CFA Institute
As a participant in the CFA Institute Approved-Provider Program, SDA Bocconi School of Management has determined that this program qualifies for 25 CE credit hours.
CFA Institute CE Qualified Activity
PRMIA Partner training program
Suitability - Who should attend?
The Structured Products: Risks, Rewards, Valuation Executive Education Course is suitable for the following delegates:
- Financial Consultants
- Fund Managers
- Client Relationship Managers
- Middle & Back Office personnel, reporting staff
- Compliance Officers
- Institutional investors
- Risk Managers
- Quantitative Analysts
Participants are asked basic Microsoft knowledge. No prior knowledge of programming or pricing models is required
Structured Products: Risks, Rewards, Valuation Course Content
This Structured Products: Risks, Rewards, Valuation Executive Education program will first describe the different classes of structured products. We will analyse how structured products can be used to reach capital protection and to take full advantages of the great diversification opportunities in terms of underlying assets and payoff structures. Then the attention will be concentrated on the pricing and risk management issues of structured products. We will review equity, interest rates and credit pricing models and participants will try to build and price their own structured product.
Structuring products and understanding their building blocks
- Structured products overview
- Equity structured products
- Interest rates structured products
- Credit structured products
- Capital protected funds
Pricing derivatives and structured products: pricing methodologies laboratory
- From Black and Scholes to Monte Carlo Simulation
- Libor market model and other interest rate pricing models
- Computer-based sessions
Sensitivity and risk management analysis
- VAR for structured products
Understanding the benefits and the draw backs of investing in structured products
- Capital protection
- Asset Diversification
- Payoff Diversification
- Costs and liquidity of structured products
Financial Markets Laboratory
SDA Bocconi School of Management SDA Bocconi is the leading School of Management in Italy and also stands among the top-ranked European Institutions. Founded in 1971, with its over 40-year experience, SDA Bocconi School of Management is a pioneer in...
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