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.

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, with optional tutorials occurring every other Thursday. Teaching takes place at London Business School's Regent's Park campus from 6.45 to 9.30pm, with dinner served before lectures. Students can participate remotely or in person for the tutorials. 

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

  • Equity Portfolio Management:
    07 October - 09 December 2014
  • Fixed Income Markets and Bond Porfolio Management:
    27 January - 31 March 2015
  • Derivatives: Markets and Models:
    05 May - 07 July 2015

Key details

Duration: One evening per week for 10 weeks
Next programme start: 05 May 2015
Location: London

Fees: £4,800

Investment Management Evening Programme:apply online
Investment Management Evening Programme:apply online
Investment Management Evening Programme:apply online

Contact us

David Ratcliffe, Programme Associate

Tel: +44 (0)20 7000 7051
Email: finance@london.edu

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