Mastering FX Options
|Event Date/Time: Apr 18, 2011||End Date/Time: Apr 20, 2011|
|Early Registration Date: Feb 18, 2011|
A practitioner-focused guide to pricing, hedging and risk management
Date: 18 - 20 April 2011
By attending this workshop, participants will enjoy an intermediate to advanced level description of a wide variety of current topics. Through presentation, case studies and group discussion you will gain an insight into a wide variety of current topics. Key concepts will be retained through the use of many illustrative examples. In particular, we use many spreadsheet examples (that will be made available to you in an â€˜unprotectedâ€™ form) throughout the training as well as â€˜stories from the fieldâ€™ to illustrate the relevant points and help you make the transition from theory to practice with outstanding results. The focus of the course is always on the practical rather than the theoretical.
â€¢ An introduction to FX option strategies, key benefits and pitfalls.
â€¢ Pricing and hedging techniques
â€¢ Risk Management
â€¢ Volatility derivatives
Key Learning Objectives
â€¢ Option strategies for various market conditions
â€¢ Learn the best practice techniques to pricing and hedging options illustrated with practical case studies and simulations
â€¢ Get to grips with all the major risk management components
â€¢ Master the complexities of a wide range of exotics, including barrier, Asian, equity-linked, digital and ratchet options
â€¢ In addition to uses in foreign currency, you will cover the new derivatives on volatility
â€¢ Gain knowledge from one of the leading pioneers in his field; the instructor is a member of the New Product Committee at the Chicago Board Options Exchange (CBOE) and is noted for his cutting-edge knowledge in the exotics arena
â€¢ Seminar includes hundreds of pages of written materials as well as many spreadsheets which are completely unlocked and available for you to use
â€¢ Highly practical seminar which includes data from Thomson Reuters Eikon
This course is highly practical and contains many hands on workshops.
Delegates are encouraged to bring along Excel enabled PCs.
Who Should Attend
â€¢ Sales people
â€¢ Quantitative analysts
â€¢ Risk managers
â€¢ Financial engineers
â€¢ Hedge fund managers
â€¢ System developers
â€¢ Software engineers
â€¢ Plus anyone who deal with FX options