Equity Swaps and Options

Course Summary

Subject: Accounting

Course Title: Equity Swaps and Options

Course Types: Vocational

Course Level: Entry Level 1

Course Length: 3 days

Course Description

The Equity Swaps and Options (ESO) course from Finex Learning is an intensive 3-day program designed for finance professionals seeking a deep, practical understanding of equity-linked derivatives, including equity swaps, dividend swaps, and equity options. Through a blend of expert-led instruction and hands-on Excel-based workshops, participants will explore the structure, pricing, and strategic use of these instruments in trading, investment management, and corporate finance. The course covers core concepts like equity index mechanics, repo and forward pricing, put-call parity, and dividend exposure, while progressing into advanced topics such as CVA impact, collateralization, the Black-Scholes model, Greeks, and volatility trading strategies. Attendees will gain valuable insights into how market practitioners manage equity exposure, hedge risk, and optimize derivative portfolios using real-world tools and techniques. Ideal for traders, quants, asset managers, corporate treasurers, and risk professionals, this course empowers participants with actionable skills to navigate equity derivative markets with confidence and precision.

Course Entry Guidelines

To get the most out of this advanced program, participants should ideally meet the following prerequisites:

• Basic Knowledge of Finance and Derivatives: A foundational understanding of financial markets, equity instruments, and derivatives (such as forwards, futures, and options) is recommended.

• Quantitative Comfort: Familiarity with algebra, basic statistics, and Excel-based financial modeling will enhance learning, especially during workshop sessions.

• Professional Background: Suitable for professionals working in trading, structuring, risk management, asset management, investment banking, corporate finance, or related roles.

• Excel Proficiency: Intermediate proficiency in Microsoft Excel is advised, as the course involves live modeling of pricing strategies, swaps, and hedging mechanisms.

• No Programming Required: While quantitative concepts are covered, no coding or programming knowledge (e.g., Python, R) is required to complete the course.

Course Fees

GBP 2650

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