Intermediate Equity Derivatives

Detailed Course Agenda

Click for a detailed PDF of the course content.pdf

Brief Course Overview

This course goes into detail of the individual types equity derivatives. Delegates will learn how portfolio managers can use derivatives to protect themselves from losses, enhance returns, manage cash flow liquidity and minimise tracking error using derivatives. This course also includes the basic valuation concepts regarding these products.

This course was set up for those people who already have an introductory knowledge of derivatives markets (in particular, equity derivatives) and would like to go into more detail of how these products can used by different types of professionals for speculative and hedging purposes. The course starts off by recapping some of the key portfolio management jargon and provides background to the concept of spread trading e.g. calendar spreads, sector spreads etc.

We discuss the details of equity derivatives from:

  • Brief recap of Derivatives jargon and Portfolio Manager jargon.
  • Trading spreads and the jargon of spreads.
  • Measuring Volatility;
  • The cost of carry;
  • Index Futures and why they are so important;
  • Double Alpha strategies; Market neutral trading;
  • Futures strategies for portfolio managers;
  • Options & Options on futures;
  • Option pricing, some Option Strategies and some Exotics.
  • The Greeks
  • Equity Swaps

Please refer to the pdf agenda attached for more info. You are welcome to customise the agenda for on-site training.

Price: R4750*+ vat per person

*Please contact us for a firm price as we offer discounts for regular clients, long term contracts and large delegations. All prices below refer to on-site / in-house training (i.e. at your premises) in the major cities in South Africa. The minimum number of delegates is 8. This price is valid up to 2020/11/23.

Please contact us for a firm quote.

We also offer training outside of South Africa, again please contact us for a firm quote.