Structured Finance Professional Certificate Program

Curriculum!!!

What you'll learn

Who should take this

Faculty

Module 1: What are structured products?

Identify mechanics of Structured Products
Describe origins of interest in structured products

Module 2: Issuers' and investors' appetite for structured products

Identify why issuers create structured products
Evaluate investor interest in structured products

Module 1: Structured Products

Identify underlying assets used for SPV's
Define special purpose vehicle
Identify mechanics of popular structured products using
Fixed Income
Foreign exchange
Equity
Credit
Commodity
Hybrid products

Module 2: Future for structured products

Debate trends in investment banking
Evaluate role of hedge funds
Analyze up and coming role of emerging market players

Module 1: Structural credit risk models

Reduced form models
Credit default swaps and corporate bonds
Trading strategies

Module 1: CDO structures and tranches

Basics of default dependence
Simulating correlated defaults
The Gaussian Copula

Module 1: CDO valuation

Implied correlations, base correlations, term structure effects
CDO risk measures
Beyond the Gaussian Copula
Recent product innovations

Practical knowledge and case studies translate to improved real-world performance

Understand the core concepts behind structured products
Understand the range of asset classes that are linked to structured products
Understand the current and future path of the structured product market
Value a credit default swap using an equity-based and reduced form model
Estimate term structures of risk-adjusted default probabilities
Measure risk sensitivities of single-name credit derivatives
Develop a solid understanding of portfolio credit analytics such as the Gaussian Copula model

Traders, financial analysts, securitization market practitioners, corporate financiers, treasurers, and risk managers

Jack Farmer

Jack is currently the Curriculum Director for the New York Institute of Finance. Farmer also acts as an outside adviser for portfolio managers at significant global investment funds. These funds included emerging markets equity funds and global macro hedge funds. Jack serves a variety of functions for the funds he advises, including the development of options strategies, quantitative strategies, and hedging strategies. Additionally, Jack specializes in capitalizing on systemic and macroeconomic imbalances in equity and fixed income markets throughout the world.

Jack specializes in training and consulting solutions for portfolio risk management, FX and interest rate derivatives and trading, equity index and volatility trading, equity derivatives and structured equity products, financial statement analysis and hedge accounting.

Education

BS in Engineering from Tulane University MBA in Finance and Accounting from Tulane University Ph.D. in Finance (ABD) from the University of Texas at Austin

Structured Finance Professional Certificate

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

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

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

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

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Select preferred contact method

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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

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Structured Finance Professional Certificate

Easy monthly payments

Practical knowledge and case studies translate to improved real-world performance

Jack Farmer

Structured Finance Professional Certificate

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!

Structured Finance Professional Certificate

Easy monthly payments

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