Mastering Exotic Options & Structured Products Asia 2013

Venue: Novotel Clarke Quay Singapore

Location: Singapore, Singapore

Event Date/Time: Jan 28, 2013 / 9:00 am - (GMT +8:00 hours) End Date/Time: Jan 31, 2013 / 5:00 pm - (GMT +8:00 hours)
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About our Premier Master Class

For full agenda, please email us your detail contact information to Please indicate subject title "Mastering Exotic Options and Structured Products Asia 2013".


As markets develop, constant innovation evolves new products, pricing, hedging and risk management techniques. Tailored for the discerning finance professionals, this master class will allow participants to capitalise on the latest advanced hedging and pricing strategies for exotic options and structured products to stay ahead in the highly competitive and dynamic market.

With a practitioner-focused pedagogy, the practical knowledge imparted will empower participants with advanced real-world hedging and pricing strategies, not just simply theory. The level of analysis will be in-depth and will imbue confidence in participants to apply the cutting-edge methods learned.

All major asset classes will be duly covered and participants will get maximum hands-on experience as thorough computer work is involved to enhance the learning experience.

 *Participants are to bring their own laptops with Excel installed.

Practical Computer-work and Software Tools Provided

Computer work will be done on Excel spreadsheets. Data from the Asian markets will be considered and we will develop a valuation tool based on a modified boot-strapping and the mixed unconditional disturbances approach developed by Dr. Tompkins.

With this tool, we will evaluate how exotic options would have paid off in the past. In addition, a hedging program will be provided that will examine the costs of both dynamic and static hedging of exotic options. This program is written in Visual Basic and runs in Excel.

Why this training course is UNIQUE?

  • Practitioner focused!
  • Real-world effective hedging instead of simply theory!
  • Apply cutting-edge methods for enhanced hedging and master advanced option pricing!
  • Efficiently price and hedge exotic options!
  • Capitalise on the latest practical techniques!
  • Discover the true value of these products instead of the theoretical values using a modified boot-strapping approach.
  • Crucial insights into exotic structured products!

Led by an extremely experienced market practitioner and academic, the emphasis will be on replication and particularly static replication with normal options. Participants will learn which exotics can be hedged dynamically and which cannot.

 A new approach to valuation will be used in the master class. Using a modified boot-strapping approach, participants will discover the true value of these products instead of the theoretical values. Most importantly, participants will learn how to hedge these products and how to avoid inappropriate strategies.

  • Learn how to efficiently price and hedge exotic options through the latest practical techniques
  • Get the market view you can’t get from a textbook
  • Apply cutting-edge methods for enhanced hedging and master advanced option pricing
  • Understand the use of barrier options and the cost of hedging with alternative skew patterns
  • Gain crucial insight into exotic structured products

Who should attend

  • Traders/Brokers
  • Exotic Products Pricing / Strategy / Development
  • Structured Products
  • Quantitative Analysts & Strategists
  • Risk Managers & Risk Analysts
  • Sales
  • Portfolio Managers
  • Financial Engineers
  • Derivative Products
  • Research & Development
  • Officers from Derivative Exchanges,
  • Investors,
  • Treasurers,
  • Regulators,
  • Advisors,
  • Software engineers
  • And anyone responsible for the options and structured products function.

About our expert trainer


Dr. Robert G. Tompkins,

World Wide Expert in Volatility Analysis and

Exotic Options Hedging with 30 years of experience in financial market derivatives

Founding Managing Director, Minerva Group

Honorary Professorship, University of Warwick Business School




177a River Valley Road