Category: Derivatives
Course Level: Advanced
Duration: 3 hours
Contact us for more information.This 3-hour workshop is designed to provide an in-depth explanation of OTC options, their pricing, factors affecting option prices and how they are used in institutional portfolios and retail funds.
It is assumed that all delegates have either attended, or are familiar with, the concepts in the Introduction to Futures, Introduction to OTC Derivatives, Introduction to Options and Advanced Swaps modules.
Case studies form an integral part of the course, to allow the delegates to consolidate the information and provide the basis for group discussions.
Objectives:
By the end of the workshop, delegates will have a better understanding of:
- The different models used to price options
- Pricing stock options
- Risk factors of trading options: the Greeks
- Exotic options
Course Content:
- Basic options
- Option pricing models
- Price drivers
- Understanding the Greeks
- Exotic options
This course would be suitable for:
- Client services and call centres
- Finance and accounting
- HR and training
- Investment administration and operations
- Investment professionals
- IT and software developers
- Legal & Compliance
- New entrants
- PR and recruitment firms
- Risk management
- Sales and marketing
- Senior managers
This course would be suitable for these exams:
- CFA - Level 2
- CFA - Level 3
- CISI Certificate - Derivatives
- CISI Certificate - Financial Derivatives
