Pricing Financial Instruments Course

 Location: London (Central)

With new accounting standards now requiring accountants to show financial instruments at their current market value, skills in understanding pricing models and techniques are likely to grow in demand.

This course will equip you with the knowledge necessary not only to price structured products but also to validate those prices and to use external market data to determine prices.

It is primarily designed to help accountants and auditors in the implementation of IFRS 2. IAS 39 issues will also be covered.

Unlike other courses of this nature, emphasis is placed on practical applications rather than elaborate formulae and theories and, in particular, on the practical use of such financial instruments.

Participants will be required to bring a calculator

Course categories:Debt / Fixed Income Courses, Asset Management Courses, Capital Markets Courses, Derivatives Courses, Equities Courses, Financial Modelling, Hedge Funds Courses, Investment Banking / M & A Courses, Investment Consulting Courses, Asset Management Inhouse, Corporate Banking Inhouse, Equities Inhouse, Financial Modelling Inhouse, Hedge Funds Inhouse, Investment Banking / M & A Inhouse

COVERED TOPICS

Basic Algebra

• Simple v Compound Interest Rates
• Frequency of Compounding
• Exponentials and Natural logarithms
• Manipulation of Exponential functions
• Interest Conventions
• Application to Money Market Instruments
• Constructing a simple yield curve using discount prices

Application to Practical Situations

• Geometric Progressions
• Annuities
• Mortgage Calculations
• Leasing Calculations
• Basic Differentiation
• Application of Differentiation Principles
• Taylors Expansion
• Application of Duration and Convexity

Option Pricing Models

• Deriving Black Scholes
• Deriving and using formulas for Delta, Gamma and Theta
• Risk Arbitrage
• Normal Distribution Curve

Evaluating the FI Revenue Base

• Diversity of revenue base
• Margin spread and the effects of yield curve movements
• Transfer pricing impact
• Shareholder value added measurement
• Strategic value management
• Case study example of adding value through strategic value
• management

Further Pricing Techniques

• Comparatives – determination, adjustments and multiples
• The influence of banking issues
• Case studies using comparatives to value FI’s
• Problematic issues in valuation including risk profiles, goodwill
• The relevance of equity in financial institutions (including CAD and
• Basel II)
• Economic Value Added
• CFROI Valuation Model and the Future

REGISTRATION & PRICING INFORMATION

Contact us if you are looking to book multiple participants as we offer discounts as follows:

• 1-2 participants - full price
• 3-4 participants - 15% discount
• 5-6 participants - 20% discount
• 7-8 participants - 25% discount
• Over 9 participants - 30% discount

For more information or to be contacted by the event provider please fill this form:

Registration price

575.00

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Price: 575.00 GBP
Location: London (Central)
Event date: 19.10.2012 - 19.10.2012
Event duration: 7h30
Event time: 09.30 h - 17.00 h

ADDITIONAL DATES

CONTACT US

Email: info@financialveritas.com

Phone: +44 208 133 5917