Vous avez déjà un compte client ORSYS
Se connecter
Vous êtes nouveau chez ORSYS
Créer un compte
Vous ne souhaitez pas créer de compte
Poursuivre sans me connecter

Publication date : 05/28/2024

Course : Fundamentals of capital markets and derivatives

Issues, mechanisms and keys to understanding

Practical course - 2d - 14h00 - Ref. BMC
Price : 1310 € E.T.

Fundamentals of capital markets and derivatives

Issues, mechanisms and keys to understanding

Average of customer reviews Average of customer reviews Average of customer reviews Average of customer reviews
4,3 / 5


This course introduces you to the players, organization and challenges of market finance activities, explains how derivatives, foreign exchange, interest rates, bonds, equities, etc. work, and gives you an understanding of the standards used to measure capital market risks.


INTER
IN-HOUSE
CUSTOM

Practical course in person or remote class
Available in English on request

Ref. BMC
  2d - 14h00
1310 € E.T.

Download in PDF format

Share this course by email




This course introduces you to the players, organization and challenges of market finance activities, explains how derivatives, foreign exchange, interest rates, bonds, equities, etc. work, and gives you an understanding of the standards used to measure capital market risks.


Teaching objectives
At the end of the training, the participant will be able to:
Understanding the main players in the financial sector
Understanding how derivatives work
Understanding how interest rate and bond products work
Identify capital market risk measurement standards

Intended audience
Junior sales and traders, middle and back office staff. Accountants, treasurers and financiers. Business consultants and project managers.

Prerequisites
No special knowledge required.

Practical details
Hands-on work
Theoretical input and practical exercises, simulations and calculations.

Course schedule

1
Introduction to capital markets

  • The main players in the financial sector.
  • Capital markets in the financial sector.
  • Front-office, middle-office and back-office activity.
Exercise
Complete an organization chart of the front-to-back organization of a trading department.

2
Financial vocabulary and asset classes

  • Rates, bonds and foreign exchange.
  • Equities and indices, commodities and credit derivatives.
  • Organized market and over-the-counter trading.
  • Derivatives, underlyings and securities.
  • Vanilla, exotic and hybrid products.
Exercise
Translation into everyday language of situations described in trading rooms.

3
Types of bank derivatives

  • Swap. Forward & future. Repo.
  • Vanilla options (call and put) and volatility.
  • Barrier and exotic options.
Hands-on work
Identify financial products from their description. Evaluate the residual position of a derivatives portfolio.

4
Fixed-income products and bonds

  • Interest rate and bond markets.
  • Interest rate swap, FRA (forward rate agreement), interest rate future.
  • Cap-floor and swaption. The yield curve.
  • Bonds, coupons, yield, duration.
  • Bond futures.
Hands-on work
Calculate FRA payoff, cap-floor and swaption. Calculation of bond yield and duration.

5
Foreign exchange, equities and indices

  • The foreign exchange market and the stock and index market.
  • Spot, forward, NDF (Non Deliverable Forward), currency swap.
  • Foreign exchange option, quanto option.
  • Buy and sell stocks, dividends, futures and forwards.
  • Equity and index options (quanto and composite), warrants.
Hands-on work
Calculate payoffs on forwards, NDFs and options. Measure the impact of a dividend cut on the share price.

6
P&L, market value and market risk

  • Market value (calculation principle).
  • P&L (Product & Loss): concept and components.
  • Market, credit and operational risk.
  • Sensitivities (delta, gamma, vega, theta, rho).
  • Value at Risk. Stress tests.
Hands-on work
Identify the parameters determining the P&L of a portfolio. Calculate P&L. Calculate market value of simple products. Delta, gamma and vega calculations.


Customer reviews
4,3 / 5
Customer reviews are based on end-of-course evaluations. The score is calculated from all evaluations within the past year. Only reviews with a textual comment are displayed.
BENOÎT F.
04/12/25
5 / 5

Excellent training, very good speaker; it's a shame we didn't go into more detail about the risks.
FRANCK J.
04/12/25
5 / 5

Very comprehensive training, meeting my expectations.
CLAIRE B.
04/12/25
4 / 5

There aren't enough days to cover every point in depth. This course deserves another 1/2 day! I thought it would focus more on derivatives and structured products and that it deserved more concrete examples... lack of time again. The teacher was very good, very educational and not easy for him to deal with the different levels of people. Maybe he could do an assessment at the start! maybe the content could be updated more recently too!



PARTICIPANTS
Junior sales and traders, middle and back office staff. Accountants, treasurers and financiers. Business consultants and project managers.

PREREQUISITES
No special knowledge required.

TRAINER QUALIFICATIONS
The experts leading the training are specialists in the covered subjects. They have been approved by our instructional teams for both their professional knowledge and their teaching ability, for each course they teach. They have at least five to ten years of experience in their field and hold (or have held) decision-making positions in companies.

ASSESSMENT TERMS
The trainer evaluates each participant’s academic progress throughout the training using multiple choice, scenarios, hands-on work and more.
Participants also complete a placement test before and after the course to measure the skills they’ve developed.

TEACHING AIDS AND TECHNICAL RESOURCES
• The main teaching aids and instructional methods used in the training are audiovisual aids, documentation and course material, hands-on application exercises and corrected exercises for practical training courses, case studies and coverage of real cases for training seminars.
• At the end of each course or seminar, ORSYS provides participants with a course evaluation questionnaire that is analysed by our instructional teams.
• A check-in sheet for each half-day of attendance is provided at the end of the training, along with a course completion certificate if the trainee attended the entire session.

TERMS AND DEADLINES
Registration must be completed 24 hours before the start of the training.

ACCESSIBILITY FOR PEOPLE WITH DISABILITIES
Do you need special accessibility accommodations? Contact Mrs. Fosse, Disability Manager, at psh-accueil@orsys.fr to review your request and its feasibility.
Dates and locations
Select your location or opt for the remote class then choose your date.
Remote class

Last places available
Guaranteed date, in person or remotely
Guaranteed session

REMOTE CLASS
2026 : 11 June, 14 Sep.

PARIS LA DÉFENSE
2026 : 10 June, 14 Sep.