Trading And Managing Options Dynamic Hedging


Objective:

To give a good review of Trading and Managing Options and the process of Dynamic Hedging.  A basic knowledge of Options is assumed.

 

Outline:

 

- Markets, Instruments and Players

      Introduction to Relevant and Useful Instruments
      Generalised Options
      Market Making and Market Using
      Liquidity and Liquidity Holes
      Arbitrage and Arbitrageurs
      Volatility and Correlation

- Measuring the Risks

      Risk Neutrality an explanation and intuition
      Black Scholes Adapt for Delta
      Gamma and Shadow Gamma
      Vega and the Volatility Surface
      Theta and Minor Greeks
      The Greeks and their behaviour
      Fungibility, convergence and stacking
      Option Markets in Reality
      Bucketing and Topography
      Option Trading Concepts

- Trading and Hedging Exotic Options

      Binary Options European and American
      Barrier Options
      Compound, Choosers and Higher Order Options
      Multiasset Options
      Minor Options Look Back and Asians

 

- Final Thoughts and Conclusion




Todays Date:


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







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