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Pricing & Trading Options Training Course


30 November - 2 December 2020

Virtual Classroom

Agenda Summary (access the full agenda to Pricing & Trading Options here)

  • 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