AlephSys

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

        
Teaching method :

Presentations

Case studies

Practical information:

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