IE TRADING ROOM
The IE Trading Room seminar covers different aspects of pricing and risk managing of a wide range of derivatives products starting from the plain vanilla ones to the most exotics options. The goal is to give the students an insight to the daily work in a Trading Desk from understanding the different underlying negotiated in a Trading Room (Fixed Income, Equity, Commodities) analyzing the valuation models and interpreting the mathematical results in order to find an optimal hedge. The course includes interactive exercise using the tools provided in Bloomberg with real trading data in different type of assets. It is aimed to be very dynamic and participative.
FIRST SEMESTER
David Catalán
Interest rate exotic trader at BBVA since 2007. Master’s degree in Quantitative Finance (AFI).Degree in Business Administration (awarded with special distinction by UC3M).
Skills
Upon successful completion of the seminar, the student will be able to understand the basics of trading, discuss about market fluently and generate models using Excel and Bloomberg in order to understand the risks associated to a derivative trade.
Schedule
Which dates?
10-oct. 17-oct. 24-oct. 7-nov. 14-nov. 21-nov.
What day?
THURSDAY
What time?