Use of Derivatives in Asset Management
Source of performance and hedging instruments
- Master the methods for portfolio hedging with derivatives
- Use derivatives to improve one's performance in risk management
- Understand the functionning of structured products
Derivatives price and risk
- Firm Derivatives: Futures and Swaps
- Optional Derivatives: equity and rates
- Credit Derivatives
- Sensitivity, Greeks and risk management
Excel Case Study: Analyzing the price and sensitivities of simple derivatives
Derivatives as source of performance
- Interest, risks and limits of derivatives management in management
- Key optional strategies
- Use exotics in Management: Binaries, barrier...
Hybrid instruments
- Warrants
- Convertible bonds
- Callable bonds
- Option adjusted spread
- CFD
- Performance swap
- ETF
- Variance swaps: volatility as an asset, VIX index contracts
Case Study: Management Strategy and choice of instruments
Insurance portfolio
- The method of Stop Loss
- Hedging with Futures
Case Study: Implementation and adjustments over time of a hedge by Futures
- The optional methods OBPI
- The CPPI cushion method
Case Study: Extension of methods to equities and credit markets
Structured Products
- Creation of a structured product
- The main structured products
- Mono underlying products on vanilla or exotic options
- Products of funds, such as CPPI cushion funds
- Example of structured funds
Case Study:
- Studies of structured products in the market
- Risk management and reporting
- Reporting and regulatory ratio
- Performance indicators and risk
- Treatment options
Derivatives price and risk
- Firm Derivatives: Futures and Swaps
- Optional Derivatives: equity and rates
- Credit Derivatives
- Sensitivity, Greeks and risk management
Excel Case Study: Analyzing the price and sensitivities of simple derivatives
Derivatives as source of performance
- Interest, risks and limits of derivatives management in management
- Key optional strategies
- Use exotics in Management: Binaries, barrier...
Hybrid instruments
- Warrants
- Convertible bonds
- Callable bonds
- Option adjusted spread
- CFD
- Performance swap
- ETF
- Variance swaps: volatility as an asset, VIX index contracts
Case Study: Management Strategy and choice of instruments
Insurance portfolio
- The method of Stop Loss
- Hedging with Futures
Case Study: Implementation and adjustments over time of a hedge by Futures
- The optional methods OBPI
- The CPPI cushion method
Case Study: Extension of methods to equities and credit markets
Structured Products
- Creation of a structured product
- The main structured products
- Mono underlying products on vanilla or exotic options
- Products of funds, such as CPPI cushion funds
- Example of structured funds
Case Study:
- Studies of structured products in the market
- Risk management and reporting
- Reporting and regulatory ratio
- Performance indicators and risk
- Treatment options
Oscar Relier

Oscar has worked in corporate finance and trading room for SBC Warburg, UBS and Deutsche Bank. He masters the mechanism, use and pricing of derivatives. Also trained in behavioral techniques, he designs and conducts training on public presentation and on the issues of communication and management.
Oscar Relier also teaches :
- Analyse comportementale des marchés (Catalogue Marchés financiers)
- Associate PRM® (Catalogue Certifications)
- Comprendre les marchés financiers (Catalogue Marchés financiers)
- Dérivés de crédit 1 : mécanismes et utilisations (Catalogue Marchés financiers)
- Fundamentals of financial markets (Catalogue English)
- Intermediate financial derivatives (Catalogue English)
- Introduction aux FinTech : la finance disruptée (Catalogue Finance d'entreprise)
- Introduction to credit derivatives (Catalogue English)
- Investir dans les entreprises non cotées : un enjeu pour la gestion d’actifs (Catalogue Marchés financiers)
- L’essentiel des marchés financiers (Catalogue Marchés financiers)
- Les Cryptomonnaies et les ICO (Catalogue Marchés financiers)
- Les produits dérivés de taux (Catalogue Marchés financiers)
- Manager ses collaborateurs (Catalogue Marchés financiers)
- PRM® – Professional Risk Manager (Catalogue Certifications)
- Produits dérivés 2 : dérivés complexes (Catalogue Marchés financiers)
- Produits structurés et dérivés en gestion (Catalogue Marchés financiers)
- Public Speaking and Presentation Skills (Catalogue English)
- S’exprimer en public (Catalogue Marchés financiers)
- Sales techniques (Catalogue English)
- Structured products in Asset Management (Catalogue English)
- Techniques commerciales avancées (Catalogue Marchés financiers)
- Variance, swaps and volatility (Catalogue English)