<Advanced Equity Derivatives>

Course Details

Advanced Equity Derivatives

overview	This seminar is the continuation of the Equity Derivatives seminar. This programme goes into the analysis of structured equity derivatives starting with delta 1 products (zero strike warrants, equity swaps) and moving to more exotic structures such as reverse convertibles and principal protected structures.
objectives	By the end of the course, participants will: understand how derivatives can be used to i) replicate the pay-off of an equity position, ii) provide an equity upside without downside, iii) enhance return through embedded short option positions, and iv) create payoffs that match specific volatility views, understand the risk associated with each product, whether from the structurer’s perspective or the investor’s perspective, have an awareness of how the structurer hedges its exposures and how the hedging will impact the equity market, and have an awareness of the issue of suitability, which needs to be addressed with potential investors.
who should attend?	This course is aimed at professionals who need a knowledge of structured equity derivatives.
duration	1 day
prior knowledge	Working knowledge of the generic equity derivative instruments or attendance on the Equity Derivatives course.
syllabus	Products replicating equity performance (delta1) Review of equity options Simple structure: creating upside with equity options Enhancing return through equity derivatives Other structures Regulatory considerations