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  • Derivatives, Markets and Models
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Derivatives: Markets and Models

Programme details

Derivative instruments are now an indispensable part of the toolkit for all financial practitioners from investment managers to CFOs. This programme refines the skills you need to be a confident and adept user of derivatives, with a particular focus on futures, swaps and options.

Led by Professor Lucie Tepla, you will gain a thorough understanding of the use, valuation and behaviour of both standard derivatives as well as more advanced instruments including exotic options and variance swaps. You will study the mathematical models developed to price and hedge these products (eg Black Scholes) and analyse the limitations of these models and what this implies for their practical application.

Key topics:

• Futures, forwards and swaps
• Options and their pricing models
• Static and dynamic arbitrage
• Default risk
• Advanced structured products
• Options on new ventures / actively managed portfolios 
• Practical applications on derivatives.

Programme dates

The Investment Management Programmes are held on Tuesday evenings and run over 10 consecutive weeks. Teaching takes place at London Business School's Regent's Park campus from 6.45 to 9.30pm, with dinner served before lectures. 

The programmes can be taken individually or in any combination to suit your needs. Upcoming programme dates include:  

• Equity Portfolio Management:
  01 October - 03 December 2013
• Fixed Income Markets and Bond Portfolio Management:
  January - March 2014 (Date TBC) 
• Derivatives: Markets and Models:
  April - June 2014 (Date TBC)

 

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