معهد الدراسات المصرفية

المملكة الأردنية الهاشمية

Derivatives


المحاضر تاريخ البداية تاريخ النهاية توقيت البداية توقيت النهاية مكان الانعقاد عدد الساعات سجّل الآن
موريس باسم مصيص
2018-02-18 2018-02-20 17:00 20:00 عمان 9
سجّل الآن

(Objectives / الأهداف)

:

- The objective of this course is to explore the practical uses of basic types of derivative instruments ( options , forward rate agreement FRA , interest rate swap IRS , forward foreign exchange & foreign exchange swap ) with an emphasis on the use of derivatives in risk management.


(Contents / المحتويات)

:

-    Options :

-    Definition.

-    Terminologies.

-    Option moneyness.

-    Calculating the option premium.

-    The minimum and maximum values of (European & American) options.

-    Options payoff profile.

-    Forward rate agreements (FRA) :

-    Overview , definition of FRA.

-    Uses & the advantages of FRA.

-    Buying and selling the FRA .

-    FRA mechanics.

-    Interest rate swap (IRS) :

-    Definition .

-    Interest rate swap explanation .

-    Uses & the  advantages of IRS

-    Forward foreign exchange & foreign exchange swap :

-    Forward foreign exchange market :

-    Definition , uses , calculation.

-    Explanation.

-    Formulas of calculating the forward rate.

-    Relationship of forward points to interest rates.

-    Foreign exchange swap :

-    Definition , structure .

-    Examples and practical cases.



(Participants / المشاركون)

:

-    Senior dealers & brokers , relationship managers , traders , investment managers , and risk management personnel.

-    Any one need to acquire knowledge about derivatives.