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Thanks to this training, you will discover the different types of derivatives and their characteristics

What you will learn

The different types of derivative products

How does a Future work?

How to value a Future contract?

Leverage and margin

The advantages and disadvantages of the future market

The difference between future contracts and forward contracts

Interest Rate Swap

The different types of swaps

The concept of the DV01

Repos

How does an Option work?

The main greeks

Optional strategies

Exotic options

Option valuation

Caps & floors

Swaptions

The funding

Capital-guaranteed notes

Reverse convertible

Credit Linked Note

Twin-Win

Autocalls

Description

After a series of trainings dedicated to the fundamentals of the financial markets, I decided to release a new course, this time on derivative products. I think that derivatives (futures, swaps, options…) are fascinating instruments, which are getting more and more important in the world of market finance, but which are still too little known by the public.

This course aims to remedy this, to give you a clear and solid basis on the way the different derivative products work.

The course is divided into 3 parts, each one aiming at presenting a different type of derivative product. You can also find an “exercise” session at the end of each part, in which you will be able to put into practice, with me, the different notions that you have learned:

  • Futures and forwards
  • Swaps (interest rate swap, FX swap, volatility swap etc…)
  • Options (call, put, option strategies etc…)

In addition to these three parts, I decided to include an additional part, which consists of an introduction to the world of Structured Products, naturally linked to derivatives.


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As with my other courses, it is impossible for me to cover all the topics exhaustively, since this course is mainly aimed at beginners.

In English:

  • An introduction to Asset Classes (Equity, Bonds, FX…)
  • An introduction to behavioral finance & cognitive biases

In French:

  • Les fondamentaux de la bourse et du trading
  • La bourse & les produits dΓ©rivΓ©s (swap, forward, option…)
  • La finance comportementale et les biais cognitifs
English
language

Content

Introduction

Introduction
Key concepts

Futures / Forwards

Key concepts
Valuation of a future contract
Leverage and margin
Uses of a future contract
Advantages and disadvantages
Differences between futures and forwards
Exercises

Swaps

Introduction
Interest Rate swap
FX swap
Cross Currency swap
Credit Default Swap
Equity swap
Volatility swap
Inflation swap
DV01 Concept
Repos
Exercises

Options

Key concepts
Greeks
Option strategies
Types of options and exotic options
Option valuation
Caps & floors
Swaptions
Exercises

Structured Products

Introduction
Funding
Capital guaranteed notes
Reverse convertible
Twin-Win
Credit Linked Note
Autocalls

Conclusion

Conclusion