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:
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
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 Securities in London working on the Debt Syndicate desk, launching new issues and structuring more exotic products. Later, he was Executive Director running Asset Trading and then Fixed Income Derivatives.
Very relevant to current role. Real world examples of principles taught was interesting