FINANCIAL MATHEMATICS - OPTIONS VALUATION
Training objectives and Expertise outcome : Acquisition of basic theories of options valuation Mastering conventional options valuation models and sensitivity and convexity calculations Putting these techniques into practice by building your own options pricers on Excel Follow valuation models of exotic options
Content details: Introduction to financial mathematics applied to options: the basic theories Conventional options pricing models Analysis of valuation specifics Introduction to volatility surfaces Introduction to models of exotic options valuation Introduction to options risk management
Presentations Case studies
Training location: At our premises or the Client’s premises 2-day course dates: throughout the year, contact us Enrolment method: Minimum number of participants: 7 Maximum number of participants: 11 Cost per participant: Contact us to arrange a costing according to your needs
|
Dev Training
.
.
.
Finance Training
.
.
.
Opinion Poll
.
.
.