Pricing & Trading Options

IFF Training

How long?

  • 3 days
  • in person

IFF Training

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About the course

The course introduces the fundamentals of options, key options strategies, valuation and hedging, the uses of options in equity, FX and interest rate markets. In particular, delegates will be introduced to exotic options, their features and how to use them most effectively. Attend this comprehensive training course to:

  • Understand the mechanics of option pricing and valuation
  • Design trading strategies using a combination of options
  • Apply and use bond options, caps, floors and swaptions
  • Gain an exposure and understanding of the Greeks
  • Comprehend the risks and rewards of the options market, understand volatility and maximise trading opportunities
  • Understand Black-Scholes
  • Learn techniques to build and price sophisticated structured products

How You Will Learn

Numerous case studies give practical illustrations of the key issues Case studies include: Developing a variety of option combinations to understand strategies; Establishing a portfolio in Excel and its profit, loss and decay will be monitored as variables change

Exercises include: Comparing caps, swaps and collars to hedge interest rate risks; Pricing and the Greeks in Excel; Dissecting structured products

Risk techniques include using digital, barrier and Asian options for hedging currency risk

Agenda Summary

  • Options: The Fundamentals
  • Basic Option Strategies with a Focus on Currency Options
  • Risk Management – 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 ‘at’, ‘in’, and ‘out’ 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

Experts

Paul Roberts

Paul Roberts has 20+ years of banking and securities experience in London, Tokyo and Toronto. Paul spent 12 years at Toronto Dominion and TD Securities. During this time, he ran Capital Markets in London and Tokyo, trading the Sterling and Yen swap books in those locations. He was with Daiwa Secu...

Pricing & Trading Options at IFF Training

From  3599 GBP$4,517

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Disclaimer

Coursalytics is an independent platform to find, compare, and book executive courses. Coursalytics is not endorsed by, sponsored by, or otherwise affiliated with any business school or university.

Full disclaimer.

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