This course introduces students to the practical and theoretical aspects of bond futures trading. As China is soon allowing domestic treasury futures trading, we can draw from the ample experience that the U.S. traders have been doing for decades. We will cover the fundamentals of the bond futures market, pricing as well as trading with bond futures contracts. We highlight that our speaker is a very renown trader who has built a very successful career in the capital market. This is a rare opportunity to meet this senior “insider” from Wall Street.
There are a total of 3 lectures, each running for 3 hours.
|1||Treasury Futures Contract Structure & Pricing
|2||Modeling & Forecasting the Term Structure
- Anyone who wants to understand bond futures trading
- Some experience in trading is preferred but not essential
- Knowledge of bond pricing
- Basic understanding of derivatives is preferred but not essential
- Basic understanding of securities trading
Javed Ashraf is the Managing Principal at Strode’s Capital. Prior to that, he was the head quantitative researcher in credit relative value in a hedge fund. Javed was the head of US multi asset quantitative research team at Union Bank of Switzerland. He developed and ran algorithmic investments for equity derivatives. Javed has a M.Sc. in Financial Mathematics from the University of Chicago, an MBA from the City University, London UK, and a B.Eng. in Computer & Electronic Engineering from the University of Salford UK.
Language of Instruction
- Online class available
RMB 12,000.00 for classroom participation or USD 2,000.00 for online participation.
- November 28, 29, 2013
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