Introduction

Equity Derivatives and Structured Products Training Course provides professionals with a comprehensive understanding of options pricing models, volatility surfaces, convertible bonds, and advanced derivative strategies. With financial markets becoming increasingly complex, the demand for expertise in derivative instruments, hedging strategies, structured finance, and risk management has surged. This course equips participants with the analytical and practical skills needed to design, value, and trade structured products while managing market and credit risk.

Through a blend of quantitative finance, financial engineering, and applied trading simulations, participants will gain hands-on experience with equity derivatives, structured notes, convertible securities, and volatility modeling. By integrating real-world case studies and advanced modeling tools, the program enhances participantsΓÇÖ ability to navigate rapidly changing financial markets and apply cutting-edge techniques for pricing, hedging, and structuring customized investment solutions.

Programme Curriculum

Equity Derivatives and Structured Products Training Course

Introduction

Course Objectives

Master options pricing models including Black-Scholes, binomial trees, and Monte Carlo simulations.
Analyze volatility surfaces and implied volatility patterns.
Understand the design and valuation of convertible bonds.
Apply structured products for portfolio diversification and yield enhancement.
Develop strategies for hedging equity derivatives exposure.
Evaluate exotic options and path-dependent derivatives.
Apply quantitative finance tools for pricing and risk assessment.
Understand the role of credit risk and counterparty risk in structured products.
Explore financial engineering techniques for product structuring.
Examine the impact of market volatility on derivative pricing.
Apply regulatory frameworks in derivatives and structured products.
Use real-world case studies for applied learning.
Build practical trading and structuring skills through simulations.

Target Audience

Investment Bankers
Portfolio Managers
Risk Managers
Financial Analysts
Hedge Fund Professionals
Quantitative Analysts (Quants)
Structured Products Specialists
Regulators & Compliance Officers

Course Duration: 5 days

Course Modules

Module 1: Fundamentals of Equity Derivatives

Introduction to equity derivatives and structured products
Options types and mechanics
Forward and futures contracts
Payoff structures and risk profiles
Hedging applications in equity markets
Case Study: Hedging an equity portfolio with index futures and options

Module 2: Options Pricing Models

Black-Scholes-Merton model
Binomial and trinomial trees
Monte Carlo simulations
Sensitivity analysis and Greeks
Model limitations and calibration
Case Study: Pricing a European call option under different models

Module 3: Volatility Surfaces & Smile Dynamics

Implied volatility vs. historical volatility
Volatility skew and smile
Volatility term structures
Stochastic volatility models (Heston model)
Practical implications for trading
Case Study: Building a volatility surface for index options

Module 4: Structured Products & Customization

Principal-protected notes
Equity-linked notes
Reverse convertibles
Structured yield products
Payoff engineering techniques
Case Study: Structuring an equity-linked note for a client portfolio

Module 5: Convertible Bonds & Hybrid Securities

Features of convertible bonds
Pricing methods for convertible securities
Convertible arbitrage strategies
Impact of credit risk and interest rates
Hedging convertible bond exposures
Case Study: Valuation of a convertible bond with embedded options

Module 6: Exotic Options & Advanced Derivatives

Barrier options, Asian options, and lookbacks
Path-dependent payoffs
Basket and rainbow options
Structured volatility products
Hedging exotic options
Case Study: Pricing and risk-managing a barrier option

Module 7: Risk Management & Regulation in Derivatives

Market risk and Value-at-Risk (VaR)
Credit and counterparty risk management
Basel III and derivatives regulation
Clearing and collateral management
Stress testing and scenario analysis
Case Study: Regulatory capital impact on structured derivatives trading

Module 8: Practical Applications & Trading Simulations

Trading desk workflow for derivatives
Structuring customized investment solutions
Real-time risk management techniques
Client advisory and product innovation
Quantitative trading tools
Case Study: Designing and back-testing a structured derivatives strategy

Training Methodology

Interactive lectures with financial modeling demonstrations
Hands-on exercises using real-market data
Group discussions and peer-to-peer learning
Case study analysis of structured product transactions
Trading simulations for applied derivative strategies

Register as a group from 3 participants for a Discount

Send us an email: info@fineskilltrainingcenter.org or call +254769199797

Certification

Upon successful completion of this training, participants will be issued with a globally- recognized certificate.

Tailor-Made Course

We also offer tailor-made courses based on your needs.

Key Notes

a. The participant must be conversant with English.

b. Upon completion of training the participant will be issued with an Authorized Training Certificate

c. Course duration is flexible and the contents can be modified to fit any number of days.

d. The course fee includes facilitation training materials, 2 coffee breaks, buffet lunch and A Certificate upon successful completion of Training.

e. One-year post-training support Consultation and Coaching provided after the course.

f. Payment should be done at least a week before commence of the training, to Fineskill Training Center account, as indicated in the invoice so as to enable us prepare better for you.

Skills & Software Covered

Derivatives structured products pricing and hedging

Programme Fee

Duration: 5 Days

Method: Online or Physical

Online Price: $1,000

Physical Price: $1,500

Certification: Accredited Certificate

View Available Dates 📄 Download Course Outline (PDF)

Available Sessions

Location

Month

Year

Sep 21 2026

21 Sep — 25 Sep 2026

💻 Online / Virtual session

Online $1,000