Seminar & MDP Details



IIM Bangalore

Demystifying Financial Derivatives
Programme Directors: Prof. Sankarshan Basu & Prof. Prakash G. Apte
Nov. 30 - Dec. 03, 2004

Objectives: The aim of this program is to target the Traders and Desk Heads of Banks, Financial Institutions and Corporates dealing in (or expected to deal in) derivative products in the currency and interest rate areas for both investment as well as risk management purposes and take them through the various issues that one needs to understand in the functioning of derivative products especially in the pricing and risk management of such products. The course should also help practitioners to develop new and innovative products.
In particular, the program shall look at: -

  • Understanding the need for derivatives in the financial sector.

  • Specifics about the utility of derivatives in all areas of finance with particular reference to currency and interest rate derivatives.

  • Issues in the pricing, hedging and understanding currency and interest rate derivatives.

  • Economic implications of the liberalized financial sector in view of introduction of derivative products for currencies and interest rate.

For: Traders and Desk Heads of Banks and Corporates dealing in derivatives.

Programme Contents:

  • An introduction to the field of derivatives - with particular reference to financial derivatives

  • Economics aspects of Derivatives with particular reference to the Indian scenario

  • Introduction to various techniques in quantitative techniques that are used for pricing and hedging of derivatives

  • Plain Vanilla Currency Derivatives

  • Exotic Currency Derivatives

  • Risk Management for Currency Derivatives

  • Plain Vanilla Interest Rate Derivatives

  • Exotic Interest Rate Derivatives

  • Risk Management for Interest Rate Derivatives

Fees:
Residential: Rs. 24,000/-
Non-Residential: Rs. 20,000/-
Foreign Participants: US $ 1000/-

For details, contact: -
Chief Programmes Officer,
Indian Institute of Management Bangalore,
Bannerghatta Road, Bangalore - 560 076.
Phone: 080 - 26582450 Extn. 3203 / 26993203
Fax: 080 - 26584004 / 26584050
E-mail: edp@iimb.ernet.in
Website: http://www.iimb.ernet.in/
Refer: CoolAvenues' MDP Alert