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FA207: FRONT ARENA: Structured Equity Products
Duration of course:
1 day
The Structured Equity Extension package (SEQ) enables pricing, risk management and position keeping of structured equity derivatives. The package extends the product range handled by FRONT ARENA to barrier, basket, average, forward start and cliquet options.
The course includes:
- Installation of the SEQ extension package
- Definition and entry of structured equity products
- Risk Management of structured equity products
- Life cycle administration
- Two case studies will be performed during the course. For instance:
- Enter a barrier option, price the product, manage the risk and finally monitor triggering of barriers
See FCA 2262 and 2263 (login required) for more information about SEQ.
Goal of the course
At the end of the course participants will:
- Understand the functionality added by SEQ
- Be able to install the package for Windows/Solaris
- Know how to do data preparation for exotic instruments
- Have received hands on training in defining exotic instruments
- Know how to manage risk of the products covered by the SEQ package
Target audience
FRONT ARENA Application Managers and front office personnel.
Participants must be employed by a Customer of SunGard FRONT ARENA or an Authorised FRONT ARENA Partner.
Required knowledge level
Participants must have a basic knowledge of FRONT ARENA. They should be aware of concepts such as contexts, volatility surfaces and Trading Manager. They should have knowledge in equity financial derivatives.
Course availability
Course catalogue: Front Arena
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