| Event: | [UPDATED] Equity/Credit Derivatives: Pricing & Hedging |
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| Venue: | TBD, TBD, United States of America |
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| Date: | 12/04/08 To 12/05/08 |
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| Summary: | This advanced programme provides vital knowledge of how equity and credit instruments should be priced and hedged. In the light of recent market events, this 2-day programme will focus on single-name credit instruments as it recommends these to be used in an equity-to-credit framework. |
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| Description: | You will cover how to benefit from investing in strategies that aim to arbitrage inconsistencies between the credit and the equity markets. Examine precise modelling techniques dealing consistently with the entire equity-to-credit spectrum both in a pre-trade analysis and risk management context. The issues will be tackled first on a theoretical level, followed by an analysis of the practical issues through computer simulations including joint consistent calibration of relevant liquidity instruments such as options, CDS and barrier options. The exercises will showcase how these can be used to price and hedge dynamically complex portfolios of hybrid instruments. |
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| WebSite: | Click here for more information. |
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