Explore the latest financial option products and their risks
A three day practical training course
Pricing and trading options training course
Learn how 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
- Understand the Greeks
- Understand Black-Scholes
- Use new techniques to build and price sophisticated structured products
Case studies and practical sessions
- Understand ‘at’, ‘in’, and ‘out’ of the money
- Develop a variety of option combinations to understand strategies
- Establish a portfolio in Excel and its profit, loss and decay will be monitored as variables change
- Delta portfolio management
- Rebalance Delta and understand Gamma
- Link time periods and volatility
- Compare caps, swaps and collars to hedge interest rate risks
- Understand caps and floors
- Pricing and the Greeks in Excel
Key information
Dates: Please contact customer services
Venue: Online
Course Leader: Clive Corcoran, investment specialist
Online course fee: £2399 + VAT if applicable
London course fee: £2999.00 + VAT @ 20% = £3598.80
Why choose IFF
TRACK RECORD – we have been delivering expert training to the banking, finance and energy sectors since 1991
INNOVATION – our courses are continually reviewed so you can be sure they are focusing on the most current issues
KNOWLEDGE – all of our trainers are highly experienced practitioners and leading subject matter experts so you can be confident you are learning from the very best
SMALL CLASS SIZES – to aid learning and increase your personal interaction with the trainer
VALUE – we provide a practical training experience with skills that can be used immediately to gain a tangible return on your investment
ACCREDITATION – we are accredited by the British Accreditation Council (BAC)
Proud to partner
IFF is the official learning partner of QuantMinds International (QuantMinds International is the world's leading quantitative finance conference)
(Find out more about QuantMinds International events, articles and interviews.)
CPD Certified
Engaging in Continuing Professional Development ensures that both academic and practical qualifications do not become out-dated or obsolete; allowing individuals to continually ‘up skill’ or ‘re-skill’, regardless of occupation, age or educational level. This course has been assessed and is CPD certified.
