The seminar Option Pricing is organized as an open seminar for employees from different institutions and also as an in-house seminar organized for employees of clients with tailor made requirements.
Objectives of the seminarThe seminar extensively covers the area of option pricing. Participants will begin by refreshing their knowledge of the terminology necessary to understand explanations. They will be further introduced to the most common types of options used on the market. The seminar explains basic characteristics of an option and factors affecting its price. Illustration of various pricing alternatives will be dealt with in detail by different pricing models.
For whom it is intended
The seminar is intended mainly for employees of financial institutions -
banks, investment and pension funds, leasing and insurance companies.
- What is an option?
- Option payoffs
Analytical option pricing
Option characteristics ("The
Interest rate options
Binary (digital) options
- Structured products involving
Numerical option pricing
Option portfolio analysis
Other possibilities how to utilize option theory
Currently no open seminar is organized. If you are interested in this topic please contact us
and we will be delighted to prepare an in-house seminar for you.
Risk Management, s.r.o. also offers consultancy services in
the area of valuation of financial