Teaching Menu
Advanced Option Risk Management
Convertibles
Credit Derivatives
Currency Swaps
Equity Derivatives
Equity Linked Debt
Equity Swaps
Interest Rate Swaps
Option Risk Management
Option Valuation
Portfolio Insurance
Warrants
ARCH Models
Chaos Theory
Neural Networks
Nonlinear Dynamics
Testing Strategies
Time Series Analysis
Vector Auto-Regression (VAR) Models
Bond Hedging & Risk Management
Bond Portfolio Management
Bonds with Embedded Options
Fixed Income Securities
Interest Rate Derivatives
Interest Rate Models
Interpolation Techniques
Modeling Tax-Specific Yield Curves
Rich-Cheap and Relative Value Trading
Trading the Bond Basis
Trading the Yield Curve
Yield Curve Building with Bonds
Yield Curve Building with Futures
Yield Curve Theories
Course Outline
Hedge fund business models & structures
Hedge fund strategies
Hedge fund management
Hedge fund marketing
Performance measurement
Risk management
Fundamental Analysis
Portfolio Management - Risk & Return
Portfolio Management Theory
Portfolio Management - Performance Measurement
Technical Analysis
Derivatives Risk Management
Interest Rate Risk
Monte-Carlo Simulation Techniques
Value at Risk
Volatility
