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Modelling Swaps, Bonds and Other Financial Products


Using mathematics in spreadsheets to analyse, manage and engineer financial products and positions

Why should you attend?

Flexibility, responsiveness to new conditions, abilities to form new insights and perspectives - these are typically not the hallmarks of third-party and in-house pricing and risk management systems. These tend to be large, complex and slow to evolve. Spreadsheet-based models, in contrast, can give rapid solutions to new problems. They allow prototypes and analyses to be done quickly at relatively low cost before committing to larger expenses of full-scale IT solutions.

This program shows how, by applying mathematical and design principles, financial products and positions can be modelled and analyzed. The aim is to achieve fast, efficient and flexible representations of financial products and positions.

Key benefits:

  • Walk-through and case studies illustrate the “life-cycle” of modelling financial products - including testing and validation and application.
  • Interactive spreadsheet implementation – rather than just dry formulae in a book the mathematics in this workshop is live, dynamic and in the form in which much mathematics is done these days – in spreadsheets.
  • Exploit the power of computers to perform repetitive work – useful in sensitivity, scenario, stress-test and “what-if” analyses.
  • Understand key spreadsheet functions and features that can be applied to product modelling
  • Visual feedback shows progress & correctness of participants’ answers.
  • Built-in charts update automatically to give insights into patterns, trends and anomalies.
  • A “Cheat-sheet” / answer-preview utility aids in solving of problems. “No-one gets left behind.”

Who should attend?

  • Dealers
  • Traders
  • Analysts
  • Managers
  • IT & support functions
  • Strategists
  • Financial controllers

From the following departments:

  • Market Risk
  • Sales/Trading
  • Treasury
  • Debt Capital Markets