Equity Delta One

Equity Delta One

Delivery:

Duration:

1 day

Equity Delta One

Price per person (Ex. VAT): Provided on request

One-day introductory course that covers the available products, both listed and OTC, in the Equity Delta space.

Course available in-house:

Yes

Price per person (Ex. VAT): Provided on request

For group bookings, to discuss tailored delivery or for any questions about this course, please get in touch:

This one-day introductory course provides finance professionals with an in-depth overview of the Equity Delta One environment. We discuss how equity delta one products are used for trading and hedging whilst also considering the risk parameters of each product. Case studies and illustrations are used to demonstrate the product applications.

Forwards and Futures
Forward contracts versus futures
Pricing the forward – the cash-and-carry arbitrage argument
Index futures
1. Fair value and basis
2. Hedging with futures
3. Beta-adjusted hedge ratios

Equity Swaps
Mechanics and terminology
Equivalence to a funded cash-market position; pros and cons versus cash-markets
Intuitive pricing and hedging
4. Applications
5. Tracker funds
6. Pairs trading
7. Altering the exposure profile of an equity portfolio

ETFs
• Comparing ETFs to traditional index funds
• The creation and redemption process
• ETF liquidity
• Calculating the NAV
• ETF valuations and tracking errors

KEY OUTCOMES

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Compare and contrast the use of equity derivatives to the cash markets and why they are used as well as or in place of cash instruments

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To provide an understanding of the trading mechanisms for exchange-traded index futures and OTC forward contracts

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Understand the mechanics of equity swaps and their applications

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Identify the characteristics differentiating ETFs from other collective investment vehicles

If you have any questions about this course, please feel free to get in touch via email on info@thezishi.com or by calling +44 (0)204 551 8568 (please choose option 2).

One-day introductory course that covers the available products, both listed and OTC, in the Equity Delta space.

Course available in-house:

Yes

Price per person (Ex. VAT): Provided on request

For group bookings, to discuss tailored delivery or for any questions about this course, please get in touch:

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