Equity Derivatives 5 days

Equity Derivatives Course

full week course

given by a professional with long financial track record

Day 1 The basics

• Index futures

• Single stock futures

• CFD

• Stock loan

• Equity derivatives

• Warrants

• Equity swaps

• Dividend swaps

• Structured notes

Vanilla derivatives

• Volatility

• Dividends

• Repo

• Rate

• Tax credit

• Black-Scholes

• Greeks

• Option combinations

Exotic Derivatives

• Equity/Equity correlation

• Equity/Fx correlation

• Stochastic volatility

• Local volatility

• Barrier options

• Autocallables

• Whale options

• Convexity of skew

Corporate Derivatives

• TRS

• Synthetics

• Wrong-way risk

• RWA

• CVA

• Stock Option Plan hedging

• DVWAP

Day 5 Corporate Actions

• Right issue

• Stock split

• Spin-off

• Arbitrage Opportunities

• R-factor

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