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Advanced Options Pricing and Hedging Volatility Risk
Overview
This two-day intensive course is ideal for finance professionals seeking to deepen their expertise in options trading and volatility management. The course will cover option pricing and risk management techniques.
Learning Objectives
Exploring differences between physical and cash-settled options
European versus American/Bermudan options, and the implications of deferred premiums.
Examining the role of volatility in option pricing & Managing First-Generation Exotics.
Who the course is for
Derivative traders
Quants and research analysts
Fund managers, fund of funds
Structured product teams
Financial and valuation controllers
Risk managers and regulators
Bank and corporate treasury managers
IT
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