Certified Derivatives Analyst

Kursusbeskrivelse

This certification programme is ideal for professionals working in derivatives, financial analysis, treasury, or risk management who want to strengthen their expertise. The programme provides a comprehensive and practical understanding of the derivatives used in today's financial markets. Participants will gain valuable insights into derivative pricing, risk measurement and management, and the effective handling of counterparty risk. Combining theoretical knowledge with real-world applications, the programme equips participants with the skills needed to navigate increasingly complex financial markets. Upon completion of the final module, you can take an exam to become a certified derivatives analyst.

Hvordan foregår online kurset?

The course includes:

  • A recorded class room training without participants, where you will get exercises and solutions as part of the training.
  • Possibility to ask questions and get answers within 24 hours.
  • 6 months access to the course. You decide when and at what pace you want to follow the recorded training.
  • A training that is suitable for viewing on both computer and mobile.

You must set aside approx. 6 working days for the education.

Kursusindhold

Module 1 Derivatives

Regulation
OTC vs exchange traded derivatives
Futures and forwards
Repos
Forward Rate Agreements
FX-swaps
Cross Currency Swaps
Interest Rate Swaps
Caps, Floors, Collars
IRGs
Swaptions
CDS-contracts

Module 2 Option Pricing

Put-call parity
No-arbitrage pricing
Risk-netral pricing
Pricing of stock options
Pricing of interest rate options
Pricing of FX-options
European options
American options
Black-Scholes-Merton model
Black-76 model
Garman-Kohlhagen model
Cox-Ross-Rubinstein (CRR) binomial model
Black-Derman-Toy (BDT) model
Monte Carlo Simulation
Exotic options

Module 3 OTC-derivatives – Pricing and Counterparty Risk

OIS-discounting
Credit Value Adjustment (CVA)
Debt Value Adjustment
Funding Value Adjustment
Counterparty Risk Management
Collateral Management
Netting
Central Clearingparties (CCPs)
OTC derivatives pricing
EMIR
Dual Curve Pricing
IBOR Transition

Hvem henvender kurset sig til?

The education is relevant for finance professionals working with derivatives:

Risk Managers
Treasurers
Financial Authorities
Middle Office Employees
Analysts
Consultants
Account Manager

Forudsætninger

The programme assumes a general understanding of the investment management or treasury industry. The first module provides a solid foundation and introduces the key concepts required for the two more advanced modules.

Sprog

English

Niveau

Intermediate

Varighed

Approx. 6 working days

Pris

EUR 3900

Vi tilbyder

  • Pedagogical instructor with practical experience
  • Instructor with extensive theoretical knowledge
  • Tools you can directly apply in your daily work
  • Course material reflecting current and future legislation

Online kurset giver dig

  • E-learning available 24/7
  • Full flexibility and control over your learning path
  • Possible to ask questions (answers within 24 hours)
  • Training on computer or mobile phone

Anmeldelser af dette kursus

Instruktør på dette kursus

Jørgen Just Andresen

Jørgen Just Andresen

Jørgen er adm. direktør og stiftede Financial Training Partner A/S i 2002.

Han har mange års undervisningserfaring fra Financial Training Partner og som chefkonsulent i SimCorps kursusafdeling, hvor han startede i 1996. Før SimCorp arbejdede han i Danske Bank med salg og analyse af obligationer.

Jørgen arbejder desuden som ekstern lektor på CBS (Copenhagen Business School), hvor han blev kåret som årets underviser på HD, Finansiel Rådgivning.

Han er forfatter til bøgerne Finansiel Risikostyring og Finansielle Derivater udgivet på Djøf Forlag.

Han er uddannet cand.merc.int og HD(R)

Jørgen underviser i Derivater, Risikostyring, Porteføljestyring og Fixed Income

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