Mastering Exotic Options & Structured Products Asia 2013

Novotel Singapore Clarke Quay,
28 – 31 January 2013

Mastering Exotic Options & Structured Products Asia 2013

About our Premier Master Class

As markets develop, constant innovation evolves new products, pricing, hedging and risk management techniques. Tailored for the discerning finance professionals, this master class will allow participants to capitalise on the latest advanced hedging and pricing strategies for exotic options and structured products to stay ahead in the highly competitive and dynamic market.

With a practitioner-focused pedagogy, the practical knowledge imparted will empower participants with advanced real-world hedging and pricing strategies, not just simply theory. The level of analysis will be in-depth and will imbue confidence in participants to apply the cutting-edge methods learned.

All major asset classes will be duly covered and participants will get maximum hands-on experience as thorough computer work is involved to enhance the learning experience.

*Participants are to bring their own laptops with Excel installed.

Practical Computer-work and Software Tools Provided

Computer work will be done on Excel spreadsheets. Data from the Asian markets will be considered and we will develop a valuation tool based on a modified boot-strapping and the mixed unconditional disturbances approach developed by Dr. Tompkins.

With this tool, we will evaluate how exotic options would have paid off in the past. In addition, a hedging program will be provided that will examine the costs of both dynamic and static hedging of exotic options. This program is written in Visual Basic and runs in Excel.

Participants will return to work with new tools to value, hedge and manage the risk of exotic options

Key Course Benefits

Why this training course is UNIQUE?

  • Practitioner focused!
  • Real-world effective hedging instead of simply theory!
  • Apply cutting-edge methods for enhanced hedging and master advanced option pricing!
  • Efficiently price and hedge exotic options!
  • Capitalise on the latest practical techniques!
  • Discover the true value of these products instead of the theoretical values using a modified boot-strapping approach.
  • Crucial insights into exotic structured products!

For Media Partnership and Registration Enquiries, contact:
Rueburn Liang, Marketing Manager
+65 6557 9230; rueburn@neo-edge.com

For full agenda, please email us your detail contact information to enquiry@neo-edge.com. Please indicate subject title “Mastering Exotic Options and Structured Products Asia 2013″

Led by an extremely experienced market practitioner and academic, the emphasis will be on replication and particularly static replication with normal options. Participants will learn which exotics can be hedged dynamically and which cannot.

A new approach to valuation will be used in the master class. Using a modified boot-strapping approach, participants will discover the true value of these products instead of the theoretical values. Most importantly, participants will learn how to hedge these products and how to avoid inappropriate strategies.

  • Learn how to efficiently price and hedge exotic options through the latest practical techniques
  • Get the market view you can’t get from a textbook
  • Apply cutting-edge methods for enhanced hedging and master advanced option pricing
  • Understand the use of barrier options and the cost of hedging with alternative skew patterns
  • Gain crucial insight into exotic structured products
  • Explore instruments and techniques for hedging forward volatility Risks

About Your Expert Trainer

Dr. Robert G. Tompkins,
World Wide Expert in Volatility Analysis and
Exotic Options Hedging with 30 years of
in financial market derivatives

Founding Managing Director, Minerva Group
Honorary Professorship, University of Warwick Business School
Professor of Quantitative Finance, Frankfurt School of Finance
and Management
Adjunct Professor, Rotterdam School of Management

Dr. Tompkins has thirty years experience in financial market derivatives. This includes the design and launch of the first exchange traded financial options in the early 1980s at the Chicago Mercantile Exchange. He traded these products at two major Chicago banks, sold derivatives and developed new products at Merrill Lynch, London, established a successful international consultancy firm serving over 300 financial institutions in 28 countries, created investment funds and structured products using derivative products, and finally has published significant theoretical research on these markets.

Significant contributions include analysis of implied volatility smiles for options on financial markets, Stochastic volatility models, pricing and hedging of exotic options, venture capital, model-free derivative pricing and risk evaluation, analysis of stock market anomalies and the use of derivatives in fund management.

He is currently a Professor of Quantitative Finance at the Frankfurt School of Finance and Management. He is also an Adjunct Professor at the Rotterdam School of Management and holds an Honorary Professorship at the University of Warwick Business School.

Prior to entering academia in 1998, Dr. Tompkins worked for 18 years in fund management, investment banking, derivatives trading and established a successful international training and consultancy firm, the Minerva Group. Areas of consultancy included fund management, derivatives trading and risk management systems, regulatory issues, customised training and new product development.

Dr. Tompkins was formerly the Head of International Quantitative Research at Kleinwort Benson Investment Management. Prior to this, he was the Futures and Options Specialist at Merrill Lynch, Europe and an Interest Rate Options Dealer and Currency Options Trader at two major Chicago banks. He has three degrees from the University of Chicago, including an MA in Quantitative Methods and an MBA (honours).

In addition, he completed his Ph.D. in Finance at the University of Warwick in 1998 and his Habilitation in Financial Economics at the University of Technology, Vienna in 2000.

Dr. Tompkins has authored three books on Options and edited a book on exotic options. He has published widely in RISK Magazine, and a number of peer reviewed academic journals.

Who Should Attend

  • Traders/Brokers
  • Exotic Products Pricing / Strategy / Development
  • Structured Products
  • Quantitative Analysts & Strategists
  • Risk Managers & Risk Analysts
  • Sales
  • Portfolio Managers
  • Financial Engineers
  • Derivative Products
  • Research & Development
  • Officers from Derivative Exchanges,
  • Investors,
  • Treasurers,
  • Regulators,
  • Advisors,
  • Software engineers
  • And anyone responsible for the options and structured product function.

Why You Should Attend this Master Class

Why this training course is UNIQUE?

  • Practitioner focused!
  • Real-world effective hedging instead of simply theory!
  • Apply cutting-edge methods for enhanced hedging and master advanced option pricing!
  • Efficiently price and hedge exotic options!
  • Capitalise on the latest practical techniques!
  • Discover the true value of these products instead of the theoretical values using a modified boot-strapping approach.
  • Crucial insights into exotic structured products!

Delegate Fee
Please contact us at enquiry@neo-edge.com or customer service hotline at +65 6557 9166 for details.

Payment Terms
Payment must be made within 5 working days upon your registration in order to guarantee your seat. All payments must quote the delegate name and event code.

Payment can be made via the following ways:

Made payable to NeoEdge Pte. Ltd.

Credit card
We accept Mastercard, Visa and American Express

Bank Transfer
Please refer to the Invoice for our Bank A/C detail.
All bank charges to be borne by payer. Please ensure that NeoEdge receives the full invoiced amount.

Unpaid registrations will be billed 40% of the registration fee if you do not attend the event. A complete set of the conference documentation in CD-Rom will be post to you.

Substitutions & Cancellations
Should you be unable to attend, you may substitute delegates at any time before the event at no extra charge. Alternatively, you may choose to credit the full value of your registration towards another NeoEdge event for up to 18 months from the date of issuance. No refunds will be available for cancellations.

Please discuss with us today at sponsorship@neo-edge.com

Media Partners:

Hedge Connection has been helping managers and investors through web-based research, events and advisory work since 2005. Hedge Connection is the first and only internet- based platform that offers hedge funds direct access to a membership of “opt-in” qualified active hedge fund allocators. Investor members join for free and gain access to detailed information on hedge fund members. All members receive invitations to member’s only events and partner discounts. Learn more and Join the Club at http://www.hedgeconnection.com.

Leebug is a free, interactive social networking site for people attending conferences. It allows event participants to network before, during and after an event. The platform provides tools to make every connection a strategic one and empowers interactions that will enhance the users ability to build relationships. www.leebug.com.

The GlobalRisk Community is a thriving community of risk managers and associated service providers. Our purpose is to foster business, networking and educational explorations among members. Our goal is to be the worlds premier Risk forum and contribute to better understanding of complex world of risk. www.globalriskcommunity.com.

Treasury Management International (TMI) is a well respected and independent voice in the treasury world, renowned globally for its sharp editorial focus and breadth of opinion.  With real-life experiences from practitioners, TMI showcases topical, pragmatic solutions and strategic insights providing valuable material for all practitioners, from experienced treasurers and CFOs to those new to the profession. www.treasury-management.com

BarclayHedge, a leading source for proprietary research in alternative investments since 1985, has provided services as a publisher, database and software provider, and industry consultant. Barclay’s 18 hedge fund indices and 10 managed futures indices are utilized worldwide as performance benchmarks for hedge funds and managed futures.


We partner with leading publications, online media and associations etc in relevant sectors to achieve win-win results. Our extensive marketing campaigns will ensure you impress the right players at the forefront of the latest industry advancements and expand your business territory.

To find out detail potential benefit, please contact us today at rueburn@neo-edge.com or call us at Tel: +65 6557 9230.

This event will be held at Novotel, Clarke Quay, Singapore from 28 – 31 January 2013.

The course fee does not include accommodation or travel costs. It is recommended to book the hotel rooms early as there are only limited rooms available at discounted corporate rate. Kindly contact the following for reservation:

Novotel Clarke Quay Singapore
177A River Valley Road
Singapore 179031

Natalie Poh
Sales Manager
DID: (65) 64338713
Fax: (65) 64338708
General: (65) 63383333
Email: h5993-sl3@accor.com

Please quote Mastering Exotic Options and Structured Products Asia 2013 to enjoy Corporate Rate.

Event Name: Mastering Exotic Options & Structured Products Asia 2013

Venue: Singapore

Dates: 28 – 31 January 2013

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