Trading Exotic Options


Objective:

To give an understanding of the valuation and trading of Exotic Options.  A basic knowledge of Options is assumed.

 

Outline:

- Basic Introduction to Options Trading

- Conventional Forwards, Options and Greeks

 

- Profit on Gamma and Relation to Theta

 

- Delta Cash and Gamma Cash

 

- Skew

 

- Simple Option Strategies

 

- Monte Carlo Processes

 

- Chooser Options Concept, Example and Application

- Digital Options Concept, Example and Application

- Barrier Options Concept, Example and Application

- Forward Starting Options Concept, Example and Application

- Ladder Options Concept, Example and Application

- Lookback Options Concept, Example and Application

- Cliquets Concept, Example and Application

- Autocallables Concept, Example and Application

- Asian Options Concept, Example and Application

- Reverse Convertibles Concept, Example and Application

- Quanto and Composite Options Concept, Example and Application

- Outperformace Options Concept, Example and Application

- Callable and Puttable Reverse Convertibles Concept, Example and Application

- Variance Swaps Concept, Example and Application

- Dispersion Concept, Example and Application

- Best of and Worst of Options Concept, Example and Application

 

- Engineering Financial Structures Concept, Example and Application

 

 

- Final Thoughts and Conclusion



Todays Date:


Duration 1 day
LondonFurther dates available on request
Fee  580 + VAT







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