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Description

Equity and Index Derivatives: Breaking Down Structures, Pricing and Monitoring Risk

Recognise equity and index structures and track how they behave within a portfolio

  • 2 days — 14 h
  • In-person or virtual
  • Intermediate
  • Up to 6 participants

Equity and index derivatives come in a wide variety of forms. Futures, barrier options, auto-callable products and basket structures follow very different logics, yet they sit side by side in the same portfolio. Discussions between sales desks, portfolio managers and risk controllers often suffer from this loose vocabulary.

A short-format programme that follows the thread of equity instruments rather than interest rate products. You place each product family back in its practical use. You analyse how barrier options and auto-callable structures behave. You identify the specific risks attached to dividends and correlation.

Learning objectives

  • Position the families of equity derivatives and their practical uses
  • Analyse the behaviour of a barrier option
  • Break a structured product down into its elementary building blocks
  • Identify dividend and correlation risk
  • Assess how well a structure matches a stated client requirement

What makes this programme different

Each structure is broken down into building blocks and then rebuilt in front of the group
Market scenarios are replayed to observe a barrier being breached
Dividend and correlation risk are addressed using a real index

Programme

1Families of Equity Instruments

A panorama you can use day to day

  • Distinguish futures, forwards and options on single stocks and on indices
  • Identify the specific features of an index underlying
  • Address the effect of dividends and corporate actions
  • Position exchange-traded markets against over-the-counter transactions

2Exotic Options and Barriers

Understanding what triggers the payout

  • Analyse knock-in and knock-out barrier options
  • Observe the discontinuity of risk in the vicinity of the barrier
  • Review Asian and digital options
  • Link the structure of the product to the client's stated requirement

3Structured Products and Embedded Risks

Assemble, then monitor

  • Break an auto-callable product down into elementary building blocks
  • Identify correlation risk within a basket
  • Measure exposure to volatility and to dividends
  • Monitor a structured position over time

Who is it for

Trading floor sales staff, portfolio managers, risk controllers and equity middle office professionals.

Prerequisites

Familiarity with equity markets and with the pricing principles of a plain vanilla option.

Dates & locations

36 scheduled dates between November 2026 and December 2027. Seats are confirmed in the order enquiries are received.

November 2026

December 2026

January 2027

February 2027

March 2027

April 2027

May 2027

June 2027

September 2027

October 2027

November 2027

December 2027

None of these dates suit you? We open additional sessions on request, and any programme can be run privately for your team.

Practical details

Before the programme
Online positioning questionnaire. Your development objectives are shared with the trainer, who tailors the practical case studies to your context.
Teaching methods
Theoretical input, workshops and practical case studies. Digital course materials and method sheets provided.
Assessment
Multiple-choice tests and role-play exercises. Assessment of learning at the start and end of the programme, with immediate and 60-day follow-up evaluations.
After the programme
One year of access to the e-learning platform. Self-assessment of the skills acquired and a 30-day follow-up session with your trainer.
How to register
Registration online or on the basis of a quotation.
Lead time
11 working days after confirmation of registration.
Accessibility
Accessible to people of determination. Contact our accessibility coordinator to design a suitable solution: contact@mpf-academy.ae
Start dates
Rolling intake: in addition to the scheduled sessions, this programme can start on request.