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Foreign Exchange Options
- Pricing, Hedging and Applying Exotics and Structured Products

Date: 8-10 June 2010 (Singapore), 29 June-1 July 2010 (Japan, Tokyo)
Venue: Shangri-La Hotel (Singapore), Four Seasons Hotel Tokyo at Chinzan-so (Japan, Tokyo)

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Attendee Profile

Attendee Profile

Sales, Dealers, Traders, Risk managers, Financial engineers, Quantitative analysts, Structurers, Investors, Treasurers, Regulators, Software engineers, Researchers and others who create or deal with foreign exchange.

Participants shall preferably have some prior knowledge such as calculus, probability theory, linear algebra, basics of stochastic processes and programming skills. Financial product knowledge up to Hull is also needed.

Past Participants

The course has been running successfully for more than four years with continuous adaptations and updates at various locations in the world. Past participants came from almost all known banks and software companies including UBS, Merril Lynch, Barclays, HSBC, Commerzbank, Fortis, ING, Bank of Thailand, BNP Paribas, Danskebank, Nordea, Unicredit, Superderivatives, ABN Amro, RBS, BHF-Bank, Banca IMI, The Austrian Banking Regulation Association, Landesbanki Island, Royal Merchant Bank South Africa, Wachovia (USA), KBC Belgium, Dresdner Kleinwort, Lloyds, La Caixa Spain, Bank of America, Morgan Stanley, OCBC, Bloomberg, Lippobank, Standard Chartered, ICIC Bank and etc.