Course highlights:

• Learn about the current market structure and trends
• Analysis ofmulti-currency interest ratemodels
• Overview of inflation-linked derivative products and associated payout structures
• Callable range notes andmishedging problems
• Calibration of the LLM
• Black-Scholes for FX

Plus:

• Practical “how-to” approach throughout the programme
• Multiple course practitioners, giving delegates the opportunity to learn fromand benchmark with their peers

Course tutors

• Andrea Macrina, KING’S COLLEGE LONDON
• Helyette Geman, BIRKBECK UNIVERSITY OF LONDON AND ESSEC BUSINESS SCHOOL
• MassimoMorini, UNIVERSITY OFMILAN BICOCCA AND BANCA IMI
• Lane Hughston, KING’S COLLEGE LONDON
• Harvey Stein, BLOOMBERG LP
• Srdjan Stojanovic, UNIVERSITY OF CINCINNATI
• Andrew Lesniewski, ELLINGTON MANAGEMENT GROUP
• Pawel Pliszka, SUNTRUST CAPITALMARKETS
• Michael Roehl, MORGAN STANLEY
• Dorje Brody, IMPERIAL COLLEGE LONDON
• Dherminder Kainth, THE ROYAL BANK OF SCOTLAND GROUP

Please note: This site will be updated regularly, please visit again soon for more information.