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Pricing & Trading Options Training Course

Everything you need to know about options markets, their valuation, hedging and structuring.

30 November - 2 December 2020

Central London

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

Download the Pricing & Trading Options course brochure

Dates: 30 November - 2 December 2020
Venue: Central London
Course Leader: Paul Roberts, International Derivatives Expert
Course Fee: £2999.00 + VAT @ 20%  = £3598.80

View the Pricing & Trading Options agenda

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

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.


IFF is proud to be the learning partner of QuantMinds, the world's leading events for quantitative finance professionals.

Find out more about QuantMinds International.

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Don't miss QuantMinds International in May.

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Very relevant to current role. Real world examples of principles taught was interesting

Patrick Rattray, 

Senior Market Analyst, ICE

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