a 3-day seminar providing a first course on position structuring and financial
engineering focusing on the "whole" picture of
client/risk-return/market/product loop, including:
risk-return profiles and approaches for constructing consistent positions
products and their value/risk properties for use in structuring
market maker, prop traders,
sales, support, structurers
management, treasurers, Risk Management
1) Financial Engineering Preliminaries:
establishes the framework structuring and financial engineering making the
connection between market/client factors and trade idea generation vs.
valuation. This framework also initiates the "bottom-up" vs.
"top-down" approaches in a risk-adjusted returns (RaROC) context.
2) Trade Ideas: From technical, fundamental,
statistical and "market mode", consider "market mode" only
examining that its Reactive, Recurrence, preparation (takes time), Product knowledge,
Client risk profile and client interest and apply to Case Studies including Y-curve cases,
Fixed in arrears, Spread cases, Asset allocation cases, International condition cases.
knowledge vs. structure/portfolio knowledge:
examines the primary types of products used in structuring including
examples of valuation and financial engineering implications of
4) Case Studies:
5) Other Issues:
Convertibility, Taxation, Defaults
comprehensive and extensively illustrated Handout Notes (see samples
Plus copies of relevant TG2 Books/e-Books
Seminars can be tailored to your trading, risk, client, and systems needs.
Submit your needs, and/or "cut/paste" from other Seminars (see entire "standard"