To
ensure we meet your expectations and maximise your return on training
investment, we favour a classroom/workshop set up for the delivery of our
courses. Please note we have therefore limited number of spaces available and
these will be assigned on a first come, first accepted basis. We recommend
early booking to avoid disappointment.
tackle the pitfalls of exotic
equity options and explore profitable trading strategies.
How will you benefit?
This advanced options trading course provides participants
with the necessary tools to trade exotic equity options, using market dynamics with
associated risks to determine hedging schemes and subsequently build up exotic
equity option theory. This approach ensures that course participants will be
able to apply the right theory to difficult market and trading concepts. The
course covers conventional equity options, digital options, barrier options,
ratchets, quanto and composites, outperformance options and variance swaps and
explains difficult concepts in simple terms.
The practical approach of this course gives the
participants a full understanding of every aspect of each exotic equity option.
Additionally, structured notes with embedded exotic equity options, such as
reverse convertibles, callable and puttable reverse convertibles and autocallables,
are also explained in detail. This training shows the rationale behind these
structures and their associated risks. After completion of this course,
participants are well equipped to face up to the pitfalls of exotic equity
options and to trade them profitably.
Understand exotic equity options hedging
Learn how to create a taxonomy of exotic equity options
Establish the
Greeks, both mathematically and economically, for exotic equity options
Derive how exotic equity options are priced
Link hedging strategies to pricing
Determine how exotic
equity options behave under different market circumstances
Dissect where the profit of exotic equity options is
coming from
Dissect exotic equity option trading strategies
Understand why investors use exotic equity options to
satisfy their needs
About your expert trainer:
Frans de Weert is a mathematician by training and has extensive trading
experience. He worked as an equity derivatives trader at Barclays Capital in London and New York and traded both vanilla and exotic
options. Frans has published two books on options with Wiley, An Introduction
to Options Trading and Exotic Options Trading. These books bridge the gap
between theory and practice. Frans subsequently worked as a strategy consultant
and supervisor in the financial services industry. Frans currently lives and
works in Amsterdam.
Pre-course questionnaire:
A detailed questionnaire will be sent to all course participants to
establish exactly where the group training needs lie. The completed forms will
be analysed by the course leader/trainer and followed by telephone if further
clarification is required. As a result we can guarantee that the course is
pitched at exactly the right level and that the issues that you regard as
relevant are addressed. The course material will reflect these issues and will
enable you to digest the subject matter after the event in your own time.
Who should attend?
From Financial Institutions, Investment Banks, Private Banks,
Hedge Funds, Central Banks, Consultancy Groups and Solution Providers, Market Players
in:
Exotic Equity Products Trading
Exotic Equity Products Pricing
Exotic Equity Products Strategy & Development
Structuring
Sales
Structured Products
Quantitative Analysis & Strategy
Institutional Investors
