Structured products in Asset Management
Understand, create and value structured products
- Identify appropriate strategies to the context of Asset Management
- Analyze construction methods of structured products based on equity derivatives
- Understand the pricing methods of some structured products
Why are structured products suitable for Asset Management?
- Examples of structured products
- Legal and tax impact
Return on equity derivatives, rates and indices
- Vanilla options and their settings
- Optional strategies: mechanisms and targets
- Exotic options commonly used in equity and rates structured products
Case Study: pricing vanilla derivatives for single underlying structured products
Classify and understand the structured market
- Include swaps in structured products: performance swaps, PEA swaps, Equity swaps
- The single underlying structured product based on vanilla options, barrier options, Asian
- Multi-underlying structured products : Best Of, Worst Of baskets
- Funds products on funds and CPPI
- The case of convertible and reverse convertible bonds
Mechanics and valuation of structured products
- What goals for the structurer?
- What market conditions for the products?
- Common pricing techniques
Case Study:
- Analysis of equity and rates structured product from a prospectus
- Identification of used optional strategies
Why are structured products suitable for Asset Management?
- Examples of structured products
- Legal and tax impact
Return on equity derivatives, rates and indices
- Vanilla options and their settings
- Optional strategies: mechanisms and targets
- Exotic options commonly used in equity and rates structured products
Case Study: pricing vanilla derivatives for single underlying structured products
Classify and understand the structured market
- Include swaps in structured products: performance swaps, PEA swaps, Equity swaps
- The single underlying structured product based on vanilla options, barrier options, Asian
- Multi-underlying structured products : Best Of, Worst Of baskets
- Funds products on funds and CPPI
- The case of convertible and reverse convertible bonds
Mechanics and valuation of structured products
- What goals for the structurer?
- What market conditions for the products?
- Common pricing techniques
Case Study:
- Analysis of equity and rates structured product from a prospectus
- Identification of used optional strategies
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 Finance)
- Associate PRM® (Catalogue Certifications)
- Comprendre les marchés financiers (Catalogue Finance)
- Dérivés de crédit 1 : mécanismes et utilisations (Catalogue Finance)
- Financement d’une start-up (Catalogue Finance)
- 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 Finance)
- L’essentiel des marchés financiers (Catalogue Finance)
- Les Cryptomonnaies et les ICO (Catalogue Finance)
- Les produits dérivés de taux (Catalogue Finance)
- Manager ses collaborateurs (Catalogue Finance)
- Opérations de haut de bilan (Catalogue Finance d'entreprise)
- PRM® – Professional Risk Manager (Catalogue Certifications)
- Produits dérivés 2 : dérivés complexes (Catalogue Finance)
- Produits structurés et dérivés en gestion (Catalogue Finance)
- Public Speaking and Presentation Skills (Catalogue English)
- S’exprimer en public (Catalogue Finance)
- Sales techniques (Catalogue English)
- Techniques commerciales avancées (Catalogue Finance)
- Use of Derivatives in Asset Management (Catalogue English)
- Variance, swaps and volatility (Catalogue English)