Derivatives Bootcamp
in London over 4 days
24/25 February-2/3 March 2024
A 4-day intensive and selective program for students
willing to make it to the most selective trading floors.
During interviews, banks want to assess the level of understanding of students, and also how they can face new situations or problems. Being successful at those interviews requires solid fundations and appropriate practice, that is what the Derivatives Bootcamp program is designed for, with a particular focus on practice.
Banks do not expect you to know everything, but they select students who know very well what they know!
The price for the full program is £1,500 (excl. VAT) per person. Every day is made of 6 hours of training.
DAY 1
What are options? options strategies and payoff definitions.
Pricing with trees: emphasis will be put on pricing with tree models. A lot-if not all- intuition about option pricing can be
DAY 2
From discrete to continuous time. We cover geometric brownian motions and derive the Black-Scholes SDE.
Manipulation of the Black-Scholes of formula, greeks.
DAY 3
Trading volatility via vanilla options, variance swaps and volatility swaps.
Option strategies to trade the volatility surface.
DAY 4
Fixed Income instruments, building of yield curves, swap curves.
Structured products