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Option Pricing

Option Pricing

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 seminar

The 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.

 

Seminar content

  1. What is an option?
  2. Option payoffs
  3. Analytical option pricing
  4. Option characteristics ("The Greeks")
  5. Currency options
  6. Interest rate options
  7. Binary (digital) options
  8. Barrier options
  9. Lookback options
  10. Average options
  11. Structured products involving options
  12. Numerical option pricing
  13. Option portfolio analysis
  14. 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.

 

Consultancy

Advanced Risk Management, s.r.o. also offers consultancy services in the area of valuation of financial derivatives.