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Next Dates: - Introduction to QuantLib Development with Luigi Ballabio, September 2 - 4, 2013 - £1700

 

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Introduction to Hedging with Options - London

Start date

End date

October 18, 2012 October 18, 2012

Where

The London Metal Exchange [Map it]

Event price

£600

Details

This course is designed to introduce you to the terminology and characteristics of traded options, the principles of how option pricing models work and hedging strategies. The course will highlight how the theory of hedging with options can be implemented at an organisational level.

  • Introduction, futures and options - risk implications
  • Option market participants and their risk profiles
  • Hedging with options
  • Options workshop
  • Hedging with options continued, including pricing and delta hedging using options model
  • Zero cost strategies
  • Traded Average Price Options and workshop
  • Hedging outcomes using varying strategies
  • Questions and answers