Pricing & Trading Options

In London (England)

£ 2,199 - (Rs 1,80,069)
VAT not incl.

Important information

  • Course
  • London (England)
  • When:

IFF has created this practical training course to bring you up-to-speed with everything you need to know about options markets, their valuation, hedging and structuring. The course introduces the fundamentals of options, key options strategies, valuation and hedging, the uses of options in equity, FX and interest rate markets.

Important information

Where and when

Starts Location
02 November 2016
6th Floor, 29 Bressenden Place, SW1E 5DR, London, England
See map

What you'll learn on the course

Risk Management
Portfolio Management
Trading Options
Interest Rate Options

Course programme

Agenda Summary Options: The Fundamentals Basic Option Strategies with a Focus on Currency Options Risk Management ñ Understanding the Greeks and their Interaction Volatility Interest Rate Options Option Pricing Tools More Complex Options Exotic Options and their Pricing Features Structuring Bonds and MTNs Using Options Case Studies, Workshops and Exercises Understanding ëatí, ëiní, and ëoutí of the money Delegates will develop a variety of option combinations to understand strategies Delegates will establish a portfolio in Excel and its profit, loss and decay will be monitored as variables change Delta portfolio management Linking time periods and volatility Comparing caps, swaps and collars to hedge interest rate risks Understanding caps and floors Demonstration of pricing and the Greeks in Excel Delegates will work on using digital and barrier options for hedging currency risk. How can range accruals and basket options enhance yields for MTNs A variety of Structured Products will be dissected, a Convertible will be analysed

Additional information

Practical course