Financial Instruments Valuation - Basic

Course Objective:

The purpose of the seminar is to provide the participants with knowledge about the pricing models and key ratios for fixed income instruments, forward and futures contracts and to some extent option contracts.

The aim of the course is ultimately to provide the participant with the necessary skills to understand and describe a range of pricing models and the required market data.

The standard platform for instrument valuation will be covered to the relevant extent.

In exercises during the course, participants will replicate prices and key ratios using Microsoft Excel.

There is no certification test to this course

Main Learning Topics:

  • Yield curves
  • Fixed Rate Bonds
  • Floating Rate Notes (FRN)
  • Swaps
  • Equity Forwards and Futures
  • Bond forwards
  • Forward Rate Agreements (FRA) and Interest Rate Futures (IRF)
  • FX forwards
  • Equity and Index Options


We recommend that you have prior experience working with SimCorp dimension, and have taken either the 'SimCorp Dimension Academy' or the 'SimCorp Professional User' course.
The recommended mathematical prerequisites are a basic command of exponentiation and roots, the exponential and logarithm functions, and normally distributed random variables. Moreover, we recommend that you have a basic knowledge of how to apply these concepts in Microsoft Excel.

Course Duration:

Days: 2 days
Daily training hours: 9:00-17:00

How to register for this course

Click your preferred date below and register by filling out the form.

If no date is found for your preferred course please contact [email protected] to request the course.