Dual Currency Deposits (DCD) are structured products that allow an investor to earn an increased interest rate as compared to the base rate that would be earned on a regular fixed term currency deposit. Besides the enhanced interest rate, the product is designed so that
Sales & Trading Interview Guides Series – The understanding option greeks reference resource for dummies A collection of everything we have ever written about understanding Delta, Gamma, Vega, Theta & Rho (the Greeks). To help you prepare for your upcoming Sales & Trading interview at
Treasury Department. The Bank Treasury function The post that follows is a transcript of the Introducing the bank treasury function lecture delivered as part of the Option pricing and risk management course at the SP Jain School of management in Singapore. Figure 1 Understanding derivatives
Risk management and derivative pricing concepts are closely interlinked. As practitioners we come across a wide range of issues that sit at the intersection of both subjects. An integrated skill building exercise that is aimed at professionals who deal with pricing, valuation, risk, policy and reporting issues related to structured fixed income and foreign exchange transactions.
1. COURSE OBJECTIVES At the end of this workshop the participants will be able to: Construct the par, zero coupon and forward curve using market data Price Interest Rate Swaps and Forward Rate Agreements using the forward curve Price Interest Rate Caps, Floors, Inverse Floaters
A two day introduction to treasury products, pricing, operations and risk for non-treasury resources. The course aims to fill in knowledge gap for teams that interact and interface with treasury and can benefit from an insider’s look at how treasury desks quote, manage and execute