Unit of competence - Fx swaps and Fx options

FIRST-FINANCE

Enrollment in this course is by invitation only

About the course

Objectives :

This derivatives-focused course addresses the fundamental concepts of FX swaps and FX options before determining how these products are used by customers to hedge their position and how they are managed dynamically by banks.

4 operational objectives:

Know the principal sell and buy side option strategies

Understand the pricing of FX options

Know the basic binary and barrier options and the main FX structured products

Master the Greeks and the dynamic management of an FX portfolio

Prerequisites:

The targeted audience is here anyone working in FX sales and trading desks, both on the bank side or on the client side, or those advising clients on managing their FX exposure.

Basic knowledge of FX products

Basic knowledge of options theory

Knowing the principles of FX swaps

Basic Excel Skills

Your trainer

FABRICE GUEZ - CONSULTANT IN CAPITAL MARKETS

Fabrice was head trader for the FX options desk in Singapore and New York for Société Générale. He was also managing several fixed income options trading books such as the New York Indosuez or the Société Générale Tokyo option desks.

Specialized in FX and interest rate derivative (IRD) products, he has in the last ten years created and instructed numerous training courses dedicated especially to FX structured products and to new IRD pricing methods.

Graduated from the ENSAE school of statistics, Fabrice is also teaching finance in major “Grandes Écoles” such as Sciences-Po Paris, ESCP or EDHEC.

Content:

Chapter 1 : FX Swaps and Cross Currency Swaps

Chapter 2 : Buy-Side Strategies

Chapter 3 : Sell-Side Strategies

Chapter 4 : Valorisation and Sensibilities

Chapter 5 : Barrier Options and Structured Products

Contact :

Please note that the Digital Learning team remains at your disposal at the following address: support@ff.digital. Please specify in the subject line of your e-mail the term "FSFO" followed by the nature of your request.