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Available dates

Oct 30—Nov 1, 2019
3 days
London, United Kingdom
GBP 3599 ≈USD 4668
GBP 1199 per day
Jun 22—24, 2020
3 days
London, United Kingdom
GBP 3599 ≈USD 4668
GBP 1199 per day

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About the course

The practicalities of valuation, hedging and structuring

For every financial institution in the world today it is imperative to understand financial options, their terminology, opportunities and extensive use. Volatile global markets, new and ever more complex financial option products present opportunities and pitfalls for the unwary. Today, banks, fund managers, hedge funds, sophisticated corporates and other institutions must be able to comprehend, measure and monitor different option risks.

IFF has created this practical training course to bring you up-tospeed 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. Numerous case studies give practical illustrations of the key issues. In particular, delegates will be introduced to exotic options, their features and how to use them most effectively. They will develop and analyse a variety of structures and portfolios.

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

Trust the 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...

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Pricing & Trading Options Training Course

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