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DAY 1: Introducing Inflation-linked Securities and Derivatives:
Introductory / Intermediate
- Inflation and Inflation-Linked Bonds
- Investors and the Demand forInflation-Linked Products
- Inflation-Linked Securities and Derivatives: Perspectives forTraders and Issuers
- Inflation Swaps and Inflation-Link Product
- Building the Inflation Curve
- Structuring Inflation Linked Products
- An Introduction to Pricing and Trading Options on Inflation
Presenter:
David Murphy: rivast Consulting
DAY 2: Latest Developments: Inflation-linked Derivatives
- Inflation-Linked Bonds
- Term Structure of Real and Nominal Interest Rates
- Pricing Inflation-Linked Derivatives
- Comparing Inflation Curve Interpolation Schemes (Extended) Jarrow - Yildirim
- Supply/Demand in the Euro HICP Swap Market: Nominal/Linkers Asset-Awap Differentials as a Measure of Demand on Swaps
- Seasonality and Fixing Risk: a Ticking Time Bomb? Measuring and Managing these Risks
- Correlation Trading: the Future of Inflation Relative Value Trading?
Presenters:
Jeroen Kerkhof: Vice President, Fixed Income, Morgan Stanley
Stephane Salas: Head of Inflation Trading, Societe Generale
Yildiray Yildirim: Assistant Professor of Finance, Syracuse University
DAY 3: Latest Developments: Inflation-linked Derivatives
- Trading Asset Swaps vs ZC Swaps
- Arbitrage Bounds on ASWs
- Real vs Nominal Yield Beta
- Linking (Real and Nominal) Bond Curves with (Real and Nominal) Swap Curves
- From “Linker” Models to “Derivatives” Models
- From Static to Dynamic Hedging Strategies
- Emerging of Products Indices: Back to the “Initial” Models?
- The Combination of Credit Risk and Inflation Risk
Presenters:
Brice Benaben: Managing Director & Head of Inflation Structuring, Citigroup
Dariush Mirfendereski: Managing Director & Head of Inflation Linked Trading, UBS
Location:
Melia White House Hotel
Albany Street
Regents Park
London NW1 3UP
Hotel Website
Topics covered: | Details: | download pdf
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Flight details:
All delegates flying into London on the morning of the event are reminded that they should arrive 30 minutes before the workshop starts for registration. The hotels West End location is approximately 1 hour from all 3 main London airports, Heathrow, Gatwick and City. Returning flights should equally allow for the events finishing time.
Complimentary inbound transfer service:
WBS Training now extend our premium service to all our clients. This includes a complimentary inbound transfer from London airports to central London hotels for all workshops. If you require this service simply inform us up to 2 working days prior to your arrival (flight number, arrival time, airport and hotel destination) and we will arrange a complimentary pick up. You will be given a phone number to call on arrival and will be greeted at the airport by our partner taxi company.
Sponsorship:
World Business strategies Ltd, offer sponsorship opportunities for all events, E-mail headers and the web site. Contact Sponsorship: +44 (0) 1273 674400
Disclaimer:
World business strategies command the rights to cancel or alter any part of this programme.
Cancellation:
By completing of this form the client hereby enters into a agreement stating that if a cancellation is made by fax or writing within two weeks of the event date no refund shall be given. However in certain circumstances a credit note maybe issued for future events.
Prior to the two week deadline, cancellations are subject to a fee of 25% of the overall course cost.