Financial Markets Boot Camp

Frankfurt School of Finance & Management

What are the topics?

Frankfurt School of Finance & Management

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Who should attend

This course is designed to junior financial market dealers, early career corporate and bank treasurers, as well as operations staff (including IT) or other financial professionals.

Junior financial professionals, after their graduation in a finance or a business related topic, have gained first experience in the financial markets on the job already and are working in specific areas with dedicated tasks.

The course gives them the opportunity and time to get away from all-day routines and go back - in a very condensed way - to the school/university desk, refresh and deepen their knowledge and understand financial markets from a holistic fundamental view building upon their already gained experience.

About the course

Although the course has an academic and quantitative foundation it is practical orientated with many interactive (often excel based) exercises and case studies based on real market events. After finishing the course the students should have gained a deep and long lasting knowledge of some of the most fundamental principles in finance from which they will benefit throughout their entire career.

Students can benefit from more time between the sessions to digest the content between the modules. Exercises will be given as homework task after each module which helps the students to review the content and test their comprehension of the discussed topics.

Content

  • Mathematical Foundations (Excel, Analysis, Stochastic)
  • Introduction to Financial Markets
  • Asymmetric Products
  • FX products, FX pricing and FX settlement
  • Risk Management
  • Regulation

Course Outline

Module 1 - Mathematical Foundations

Excel

  • Set Up
  • VBA

Analysis

  • Differentiation
  • Integration
  • Partial Derivatives
  • Taylor-Series

Stochastic

  • Statistical Measures
  • Variance/Covariance
  • Binomial Distribution
  • Normal Distribution
  • Quantiles

Module 2 - Introduction to Financial Markets

Core principles of Financial Markets

  • Time Value of Money
  • Present Value
  • Bonds

Today’s Financial Markets

  • Market participants
  • Different Markets
  • Financial Crisis 2008/09

Symmetric Products

  • Yield Curve
  • Forward
  • SWAP and FRA
  • Futures

Module 3 - Asymmetric Products

Options

  • Type of Options
  • Option Strategies

Binomial Tree Model

  • One Step Model
  • Generalization
  • Volatility

Black Scholes Model

  • Pricing European Call/Put Options
  • Implied Volatility

Module 4 - FX

FX Products

  • FX Spot,
  • FX Forward
  • FX Swap

FX Pricing

  • Calculation of Cross Rates
  • Calculation of FX Forward Rates and Swap Points

FX Settlement

  • Non-Deliverable Products
  • Continuous Linked Settlement

Module 5 - Risk Management

  • Definition of Risk
  • Market Risk
  • Value at Risk
  • Credit Risk
  • Other Risks

Module 6 – Regulation

  • Basel III
  • MIFID/MiFIR
  • EMIR
  • Market Abuse Regulation
  • EU Banking Union
  • Dodd-Frank (inlc. Volcker Rule)
  • Glass-Steagle Act

Experts

Achim Posthaus

Dr. Achim Posthaus is Founder and Managing Director of Alpha Pi Analytics GmbH as well as academic lecturer at the Frankfurt School of Finance and Management. Prior to founding his company, he has been Director of Debt Markets at Barclays Capital in Frankfurt (2005-2012) among other positions he...

Carsten Auel

Carsten Auel, CFA is a Senior Manager at Deloitte and a recognized lecturer for Capital Markets, Investments, Securitizations, Fixed Income and Equity products. He is experienced in the pricing, financial modeling and risk analysis of plain vanilla as well as complex financial instruments. During...

Fabian Woebbeking

Dr. Fabian Woebbeking is a data scientist and financial economist with a research focus on Computational Finance, Financial Risk Management, Natural Language Processing, Algorithmic Trading, Cryptoderivatives, Extreme Value Theory and Systemic Risk. As a co-founder and partner at Axiomatec AG, he...

Christian Forma

Christian Forma, MBA is a senior trader in structured interest rate products. He has more than 20 years of experience in the capital markets across various asset classes. He is experienced in pricing, trading and risk management of non-linear interest rate derivatives and also one of the Helabas...

Videos and materials

Financial Markets Boot Camp at Frankfurt School of Finance & Management

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Disclaimer

Coursalytics is an independent platform to find, compare, and book executive courses. Coursalytics is not endorsed by, sponsored by, or otherwise affiliated with any business school or university.

Full disclaimer.

Read more about Marketing

During Marketing courses, you will learn how to develop a business idea and create the right website to promote your product. You will gain the skills to analyze your business performance and make key decisions that improve the efficiency of your bus...

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