International Swaps and Derivatives Association, Inc. (ISDA®)

Fundamentals of Equity Derivatives Seminar

6.5 CPD credit hours available (England & Wales)

October 6, 2008
London

PROGRAM AGENDA

8:00 AM

Registration and Morning Coffee

Course Instructor:
David Mengle, Head of Research, ISDA & Associate Professor, Fordham University Graduate School of Business, Adjunct Faculty

8:45 AM
 Introduction to Equity Derivative Products
1. Basic OTC equity derivatives: Forwards, swaps, and options
    • What risks do they manage?
    • What risks do they involve?
2. Distinctions between OTC and listed equity derivatives
3. Equity derivative strategies for hedgers and investors
4. Variance swaps and other emerging equity derivative products
10:30 AM
 Morning Break
10:45 AM

Introduction to Equity Derivative Products (continued)
1:00 PM
 Luncheon
2:15 PM
Equity Derivative Pricing and Risk Management
1. Equity prices and price indices
2. Forward prices and the cost of carry model
3. Hedging equity derivatives
4. Equity option risk management
3:45 PM
 Afternoon Break
4:00 PM
 Structured Equity Derivatives Transactions
5:00 PM
 Seminar Concludes

Agenda is subject to change

ISDA has been approved by the Solicitors Regulation Authority of England and Wales as an authorised provider of Continuing Professional Development.

Please click here for the Conference Registration Form.

CONFERENCE VENUE: Allen & Overy, One Bishops Square, London, E1 6AD. Phone: +44 20 3088 3550.

To obtain more information, please contact the ISDA conference department at +1 212-901-6000 or
e-mail CONFERENCES@ISDA.ORG

® ISDA is a registered trademark of the International Swaps and Derivatives Association, Inc.
Copyright © 2005-2008 International Swaps and Derivatives Association, Inc.