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Course Outline |
| Course Title |
Managing Linear Risk |
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| Course Category |
Online | |
| Target Audience | Financial professionals and executives who need to understand more about how market risk is measured, assessed and managed in a diversified portfolio of financial instruments (equity, fixed-income, currency, commodity). The course contains many detailed examples, interactive equations, and remediated self-assessment tools. Students preparing for the FRMTM exam will also find the course useful for exam preparation, and the course includes examples of questions from recent FRMTM exams. |
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| Continuing Education |
6 MX CE Credits |
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| Prerequistes |
-Good understanding of futures and forwards (DI Courses 102, 201, or 211 or 222) and derivatives in general (DI 200 Series)
-Good mathematical knowledge (College level) -Good knowledge of fixed income securities (DI Course 221) |
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| Objectives | This course discusses the hedging of risk with linear instruments, such as forward and futures contracts.
Upon completion of this course, you will have a good understanding of: - The use and pricing of forward and futures contracts. - How to manage risk with forwards and futures, including hedging. - How to construct an optimal hedge between a cash position and an hedging instrument. - How to hedge fixed-income, equity, and option portfolios. |
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| Subject by level |
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| Topics | Section 1 |
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| Duration | This online course is equivalent to an in-class course with a duration of 6 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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