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Advanced Options Course

Aims

This workshop is designed to provide an in-depth explanation of 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 course, delegates will have a better understanding of:

  • Option pricing models – closed models versus binomial pricing
  • Price drivers and risk factors
  • The Greeks and risk management
  • Using options for hedging or speculation
  • Exotic options

Who should attend?

  • Investment administration and operations
  • Investment professionals
  • IT and software developers
  • Client services and call centres
  • Risk management
  • New entrants
  • HR and training
  • Legal and compliance
  • Senior managers
  • Sales and marketing
  • Finance and accounting
  • PR and recruitment firms

Content

  • Basic options refresh
  • Option pricing models
  • Price drivers
  • Understanding the Greeks
  • Exotic options