Course Outline
 

Course Title

 

Portfolio Management

Course Category

   Online
Target Audience  

This course is designed for institutional investors who wish to advance their knowledge of derivatives to be able to confidently select and integrate these instruments into their portfolios.

Continuing Education

 

Professional Development:
CA, CGA, CMA, IDA

8 MX CE Credits
8 CE Credits : Advocis #AD3313

Prerequistes

  Derivatives : Basic Concepts Series / Courses 1, 2, and 3, and basic knowledge of financial mathematics.
or
Participants must be familiar with financial mathematics as well as with the following basic derivative concepts :
· Basic characteristics of derivative contracts
· Pricing techniques of derivative contracts
· Rudimentary uses of derivative contracts
· Basis trading strategies using derivative contracts
Objectives   Upon completion of this course, participants will have in-depth knowledge of equity, index, commodity and currency derivatives. Participants will be able to use futures, forwards and options on these various underlying assets as well as to implement simple and complex derivatives strategies in a portfolio context. Participants will also be able to use derivative instruments to solve common everyday investment problems and understand the risks and rewards inherent to derivative products.
Subject by level  

Topics  

Portfolio Management and Derivative Strategies

Introduction to Portfolio Management

- Portfolio Thinking Vs. Asset Thinking
- Investment Objectives
- Risk
- Diversification
- Asset Class Selection
- Derivatives and Portfolio Management Principles

Implementing Derivative Strategies
- Overview of Derivative Strategies
- A Derivatives Framework
- Put-Call Parity
- Specific Strategies
- Risk Measurement of Derivative Portfolios
- Value At Risk
- Scenario Testing
- Operational Issues

 
Duration   This online course is equivalent to an in-class course with a duration of 8 hours. Online courses are self-paced, and the time necessary to complete each course will vary with each student.
Time to comple the course   Six months (user account can be deactivated after this period)
Date   Available now

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