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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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Overview

Overview

Led by A World-Class Practitioner & Trainer:

Professor Uwe Wystup

  • Managing Director, MathFinance AG
  • Professor of Quantitative Finance, Frankfurt Scool of Finance & Management
  • An extremely experienced practitioner well known for his many publications. His 2002 book on Foreign Exchange Risk has become a market standard.



Foreign Exchange options and exotics are becoming increasingly commonplace in today's capital markets. The objective of this workshop is to develop a solid understanding of the current exotic currency derivatives used in international treasury management. This will give participants the mathematical and practical background necessary to deal with all the products on the market.

Key Benefits Of Attending This Course

  • Learn how the FX Options market works from an extremely experienced practitioner, get the market view you can't get from a text book, benefit from in-class case studies and exercises, immediate practice of the theory, learn about the FX smile surface, the way it is built, used and handled.
  • Get the feeling of the hedging approach, understand what most of-the-shelf software provides: insights into pros and cons of financial models, understand structuring well so that you can do it yourself and not be cheated any longer, understand how to hedge which product and the market price of hedging strategies.