Mergers and acquisitions (M&A)
2 Investment bank organisational structure
Part 2 MONEY MARKETS AND CAPITAL MARKETS INSTRUMENTS
Overview of money market products
Overview of capital markets instruments
5 Speculative financial instruments – derivatives
Overview of derivatives markets
6 Financial futures and forward rate agreements (FRAs)
Forward rate agreements (FRAs)
Basic swap concepts and applications
Motivation behind option trading
Option contract specifications
Option contract risks and benefits
Option value sensitivities – ‘option Greeks’
Option pricing: practical implementation
10 Bond and equity derivatives
Introduction to bond derivatives
11 Commodity and credit derivatives
Background on commodity derivatives
Introduction to credit derivatives
12 OTC derivatives and hybrid securities
Part 4 PRICING AND VALUATION TOOLS
The main concepts of probability
The concept of probability distribution
Types of probability distribution
Other probability distributions
Choice of financial instruments for yield curve construction
Yield curve construction methodology
The one-month curve construction
Graphical yield curve representation
Role of quantitative analytics
Classification of pricing models
16 Summary of pricing formulae
Forward rate agreements (FRAs)
Credit risk of specific financial instruments
Credit risk management best practice guidelines
Balance sheet vs. off-balance sheet instruments
Market risk on specific financial instruments
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