ABOUT ME
Eric Barthe’s bio
Over the last 20 years, I have traded, designed, analyzed, researched, and taught structured products and exotic derivatives
I started my career at Goldman Sachs in London as an Equity Exotics Trader, trading Index exotics, single stock exotics and dispersion. I have spent 8 years there and after working as a Consultant for the Boston Consulting Group in Paris, I joined Leonteq to become Global Head of Financial Engineering. Then I became a partner and head of financial engineering at Anova Partners, an independent financial company based in Zürich.
I devote my time to research in quantitative finance at PhD level, teaching and consulting on structured products, derivatives and exotic options.
I hold a Masters from LSE in Finance & Economics, from Ecole Centrale in Engineering and from HEC in Management
A 4-day intensive and selective program for students willing to make it to the most selective trading floors.
During interviews, banks want to assess the level of understanding of students, and also how they can face new situations or problems. Being successful at those interviews requires solid fundations and appropriate practice, that is what the Derivatives Bootcamp program is designed for, with a particular focus on practice.
Being an outstanding candidate does not mean being able to derive equations mechanically but rather showing a solid grasp of the intuition of the concepts behind.
Banks do not expect you to know everything, but they select students who know very well what they know!
The price for the full program is £1,500 (excl. VAT) per person. Every day is made of 6 hours of training.
DAY 1
What are options? options strategies and payoff definitions. Pricing with trees: emphasis will be put on pricing with tree models. A lot of -if not all- intuition about option pricing can be developped through very basic models
DAY 2
From discrete to continuous time. We cover geometric brownian motions and derive the Black-Scholes SDE. Manipulation of the Black-Scholes of formula, greeks.
DAY 3
Trading volatility via vanilla options, variance swaps and volatility swaps.Options strategies to trade the volatility surface.
DAY 4
Fixed Income instruments, building of yield curves, swap curves. Complex derivatives and Structured products
Why Choose Derivatives Bootcamp
Embarking on a career in the financial industry is a significant decision, and selecting the right training program can make all the difference. Here are compelling reasons why Derivatives Bootcamp stands out as the premier choice for students aspiring to excel in derivatives trading:
- Expert-Led Instruction
- In-Depth Content
- Competitive Edge Through Analysis of Relevant Financial products
- Covering options and volatility all the way from vanilla options to complex derivatives
Apply Now!
APPLY TODAY by filling this form
Only students currently following a Master’s in Mathematics, Physics or Finance will be considered. Please note that due to the high level of demand, I cannot guarantee an answer to everyone.