Structured Derivatives: Notes & Swaps
Description
Structured derivatives are non-standard financial instruments, which appear in financial market recently and are used
by investment banks as a bundle derivative products for clients with specific risk profile.
Also banks use these products to increase margins on existing products, to distribute financial products in a different
manner.
In this training you will find out about such products as Index-Amortizing Notes, Step-Ups/Multi-Steps, Dual Index
Notes, De-Leveraged and Leveraged Floaters, Range Notes, Inverse Floaters, and many others.The course covers multiple features of different structured derivatives.
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Objectives
To provide the audience the understanding of Structured derivatives, their types and examples.
Target Audience
Testers, System and Business Analysts, Architects, Developers, and Project Managers working on corporate finance
projects
Prerequisites
FIN-001 Introduction into Financial Markets
FIN-003. Money Market and Interest Rate Derivatives.FIN-005 Fixed Income. Fixed Income Derivatives
FIN-005 Fixed Income. Fixed Income Derivatives
FIN-023 Introduction into Derivatives
FIN-018 Options
Roadmap
Structured Notes & Swaps
Examples