Financial Markets Lecture Series

Financial Markets Lecture Series

October 2016 - March 2017

About

A lecture Series introducing the financial markets


This series is a set of 6 lectures that provide a tour of the financial markets, covering the following topics:

  • Foreign Exchange
  • Money Markets
  • Introduction to Derivatives
  • Swaps
  • Options
  • Pricing & Valuation of Derivatives

A full day lecture on each topic will be held at the beginning of each month and is aimed at professionals who would like to familiarize themselves with all aspects of the financial markets and their workings.

The lectures are presented by Ravand’s experts in the financial markets who have first hand experience in working in the financial industry in Europe.

Programme

Lecture 1: Tour of the Market and Foreign Exchange

5 October 2016


  • Tour of the Market
  • Overview of the Market
  • Debt Market
    • Credit
    • Rates
  • Foreign Exchange
    • Spot FX
    • Forward FX
    • NDF
    • FX Swap

Lecture 2: Money Markets

2 November 2016


  • Money Market Instruments
  • Money Market Derivatives (Forward Rates, FRA, OIS)
  • Floating Rate Notes

Lecture 3: Introduction to Derivatives

7 December 2016


  • Forward & Futures
  • Overview of Swaps
  • Overview of Option
  • Structured Product
  • Credit Derivative
  • CDO & CDS

Lecture 4: Swaps

4 January 2017


  • Yield Curve Construction
  • Interest Rate Swap
  • Tenor Basis Swap
  • Cross Currency Swap
  • Convexity Adjustment

Lecture 5: Options

1 February 2017


  • Types of Options
    • Currency Options
    • Swaptions
    • Interest Rate Caps & Floors
    • Interest Rate Collar
  • Pay off Diagrams
  • Greeks

Lecture 6: Pricing & Valuation of Derivatives

 1 March 2017


  • Foundation of the mathematics behind modelling
  • Discrete asset price modelling – binomial model
  • Continuous asset price modelling – Brownian Motion
  • Combination of two – Monte Carlo
Venue & Registration

The lecture series is held in Tehran and starts from October 2016.

For further information and to register please contact info@ravandinstitute.com.