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News > Mr. Ferguson to teach course on Credit Derivatives |
July 2008 - Mr. Ferguson to teach course on Credit Derivatives
“Advanced Credit Derivatives”
A one day course led by Mark Ferguson
Thursday, July 17, 2008
9:30 A.M. – 16:30 P.M.
Sigma Base Capital
Suruga Bldg. 8F
1-7-1, Nihombashi-Muromachi, Chuoku,
Tokyo
The course will cover:
- The Credit Derivatives Market and Products
- Applications and Trading Strategies
- Valuation of Credit Derivatives
- Risk Management of Credit Derivatives
For more information on the course, Mr.Ferguson or registration information, please review: Course description |
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Highlights
Quantifi has extended
the functionality of its credit derivative valuation software
to include the ability to price loan credit default swaps (LCDS)
and tranches on LCDS (Synthetic CLOs).
“Rapid growth in the LCDS market created immediate trading
opportunities. Quantifi has responded to our needs for new models
and tools for this market with impressive speed. We have come
to expect this level of responsiveness and commitment from Quantifi”,
said Rizwan Akhter, Structured Credit Portfolio Manager at DiMaio
Ahmad Capital – a New York based alternative investment
management firm.
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