Derivative Products in Dodd Frank World -ﾠNY Institute of Finance

Curriculum!!!

What you'll learn

Who should take this

Faculty

Module 1: Overview and Futures

Overview of Course
History and Impact of the Credit Crisis
Cause(s) and effect
Securitization
Post-mortem: lessons learned and roadmap for the future

Module 2: Futures Contracts

Mechanism for trading
Mechanism for clearing: functions of a clearinghouse; margin
Commodity futures - energy, metals and grains: contract specifications
Commodity futures market participants: users; producers; commodity funds and speculators; arbitrageurs
Commodity futures - uses and applications: hedging; commodities as an investment asset; speculation; arbitrage

Module 1: Financial Futures

Eurodollars and FRAs
T-note and t-bond futures
Foreign currency futures

Module 2:Equity Index Futures

Futures and ETFs: compare and contrast

Module 3: Financial and Equity Futures Market Participants

Financial and Equity Futures: Uses and Applications
Hedging
Speculation
Arbitrage

Module 1:Interest Rate Swaps

History and Evolution of the Swaps Market
Interest Rate Swaps Contract Terms and Conditions
Ways to Diagram Swaps
Market Trading Conventions
Market Participants
Corporations
Unleveraged buyers of assets
Speculators and other leveraged players
Arbitrageurs
Uses and Applications

Module 1: Pricing Interest Rate Swaps

Bootstrapping and calculating spot rates
DV01 (dollar value of 1 BP)
Re-pricing swaps

Module 2:Total Return Swaps

Terms and conditions
Compare and contrast to vanilla swaps
Uses and applications

Module 1: Credit Default Swaps

Terms and conditions
Market trading conventions
Pricing

Module 2: Market Participants

Corporations
Unleveraged buyers of assets
Speculators and other leveraged players
Arbitrageurs

Module 3: Uses and Applications

Hedging: hedging a long portfolio; creating synthetic assets
Speculation
Arbitrage: negative basis; positive basis

Module 1: Option Contract Terms and Conditions

Terminology
Factors Affecting Option Prices
Equity Options
Mechanism for trading
Payoff profiles

Module 2: Equity Option Market Participants

Corporations
Unleveraged buyers of assets
Speculators and other leveraged players
Arbitrageurs and market makers

Module 1: Interest Rate Options

Terms and conditions
Terminology
Payoff profiles

Module 2: Interest Rate Options Market Participants

Corporations
Unleveraged buyers of assets
Speculators and other leveraged players
Arbitrageurs and market makers

Module 3: Option Strategies

Yield enhancement
Insurance
Vertical spreads
Volatility spreads
Collars

Module 1: Option Pricing

Overview of Black-Scholes
Overview of binomial modeling

Module 2: Volatility

Probability and normal distribution

Module 3: Options Risk Management: The Greeks

Delta
Gamma
Theta
Vega
Rho

Identify participants in the derivatives business and how each is affected by Dodd Frank

Demonstrate a practical understanding of the core products which make up the derivative product universe
Identify key market participants for all product areas
Differentiate among market participants and how they might use each product
Price an interest rate swap and a credit default swap
Analyze a corporate bond's relationship to the same corporation's credit default swap
Develop strategies for various market participants given a set of goals and objectives
Analyze option strategies by their risk/reward profile
Identify the price evolution of an options contract
Determine the option strategy that best fits a participant's goals and objectives

Traders' assistants, salespeople, sales-traders, legal personnel, middle/back office and compliance

name test 2

Jay is currently an Executive Vice President at NYIF, where he supports the CEO in developing partnerships with NYIF globally and in capital raising for business development purposes. Jay also serves as a Board Director for other privateand public corporations.

Joseph Iraci is currently the VP of Enterprise Risk Management and Internal Audit at Robinhood Markets, Inc. He is also an adjunct professor at the New Jersey City University’s School of Business and an instructor for the Advanced Risk Management Program that is co-sponsored by the Wharton School of Business and RMA. He is very active in various councils and committees within the financial services industry.

Education

Jay holds a BA degree from Rice University, MA and PhD degrees from Harvard University Graduate School of Arts & Sciences

test

Jay is currently an Executive Vice President at NYIF, where he supports the CEO in developing partnerships with NYIF globally and in capital raising for business development purposes. Jay also serves as a Board Director for other privateand public corporations.

Joseph Iraci is currently the VP of Enterprise Risk Management and Internal Audit at Robinhood Markets, Inc. He is also an adjunct professor at the New Jersey City University’s School of Business and an instructor for the Advanced Risk Management Program that is co-sponsored by the Wharton School of Business and RMA. He is very active in various councils and committees within the financial services industry.

Education

Jay holds a BA degree from Rice University, MA and PhD degrees from Harvard University Graduate School of Arts & Sciences

test 3

Jay is currently an Executive Vice President at NYIF, where he supports the CEO in developing partnerships with NYIF globally and in capital raising for business development purposes. Jay also serves as a Board Director for other privateand public corporations.

Joseph Iraci is currently the VP of Enterprise Risk Management and Internal Audit at Robinhood Markets, Inc. He is also an adjunct professor at the New Jersey City University’s School of Business and an instructor for the Advanced Risk Management Program that is co-sponsored by the Wharton School of Business and RMA. He is very active in various councils and committees within the financial services industry.

Education

Jay holds a BA degree from Rice University, MA and PhD degrees from Harvard University Graduate School of Arts & Sciences

test 4

Jay is currently an Executive Vice President at NYIF, where he supports the CEO in developing partnerships with NYIF globally and in capital raising for business development purposes. Jay also serves as a Board Director for other privateand public corporations.

Joseph Iraci is currently the VP of Enterprise Risk Management and Internal Audit at Robinhood Markets, Inc. He is also an adjunct professor at the New Jersey City University’s School of Business and an instructor for the Advanced Risk Management Program that is co-sponsored by the Wharton School of Business and RMA. He is very active in various councils and committees within the financial services industry.

Education

Jay holds a BA degree from Rice University, MA and PhD degrees from Harvard University Graduate School of Arts & Sciences

Derivatives Products in a Dodd-Frank World

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You can also reach us on +1 347 842 2501 or mb100rabh@gmail.com

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Derivatives Products in a Dodd-Frank World

Easy monthly payments

Identify participants in the derivatives business and how each is affected by Dodd Frank

name test 2

test

test 3

test 4

Derivatives Products in a Dodd-Frank World

Please complete this form and a NYIF Career Advisor will assist you.

Please fill in the field.

Please complete this form and a NYIF Career Advisor will assist you.

Please fill in the field.

Please complete this form and a NYIF Career Advisor will assist you.

Please fill in the field.

Please complete this form and a NYIF Career Advisor will assist you.

Please fill in a valid email and phone number.

Select preferred contact method

Please fill in the field.

Where Wall Street Goes to SchoolTM!

Please select a time and date from the calendar to book a 15-minute call with a NYIF Career Advisor.

You can also reach us on +1 347 842 2501 or mb100rabh@gmail.com

Something went wrong, please try again later!

Derivatives Products in a Dodd-Frank World

Easy monthly payments

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