Deep Dive Derivatives

Intermediate to Advanced

Prerequisite courses:

Introduction to Derivatives

ACI Dealing Certificate

Post course learning path:

Swaps, Options and Futures

ACI Diploma

Target Audience:

Money Market and Interest Rate Sales

Interest Rate Derivatives traders

Institutional Fixed Income Asset Managers

Structured Product Sales Teams

Legal and Compliance Teams

Corporate and Investment Banking Staff

Senior Dealers

Duration: 16 Hours

Learning Outcomes:

The financial markets have evolved, and the use of derivatives have become synonymous with efficient and effective treasury and market risk practices. The use of derivatives is common amongst multinational corporate clients, institutional traders, banks, and other financial market participants across the entire financial system. This course aims to provide a thorough understanding of the various concepts and pricing principals that underscores the use and application of derivatives. It covers derivatives across various asset classes including a key focus on Repurchase Agreements as well as foreign exchange and the other interest-bearing instruments. It provides a practical step-by-step guide and understanding of how to price the various instruments as well as how to calculate the settlement and Marked-to-market values.Delegates will also be exposed to arbitrage theory and learn how to identify, evaluate, and capture arbitrage opportunities via the creation of synthetic products.

Topics covered

  • Money Market Derivatives
  • Foreign Exchange Derivatives
  • Interest Rate Derivatives
  • Synthetic Products and Arbitrage


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