Instructor Led Black Scholes Training

Fundamentals of Derivatives Valuation and Pricing Understand the basic concepts of derivatives valuation and learn how to value some of the common financial derivatives. This intensive 1 day course is led by highly experienced industry practitioners. Our trainers are professional risk managers and consultants who are actively involved in risk management and finance. They can not only explain the latest thinking in changes and direction, but  more...

Intermediate Mathematics Understanding Stochastic Calculus Course Outline The use of Probability theory in financial modelling can be traced back to the work on Bachelier at the beginning of last century with advanced probabilistic methods being introduced for the first time by Black, Scholes and Merton in the seventies. The modern financial quantitative analysts make use of sophisticated mathematical concepts, such as martingales and stochastic  more...

BGM Market Models Advances, Calibration, Smile, Pricing Course Outline The BGM Libor and Swap Market Models are the last generation of financial models for interest rate derivatives, with an importance in pricing and hedging financial products that has grown in the recent market turmoil. Discover new developments and cutting edge techniques in Libor and Swap Market Models. This in-depth course reviews foundations and illustrates the latest  more...

Equity Derivatives Advanced Models Course Outline This course introduces and applies advanced models for the pricing of equity derivatives. The objective of the workshop is to develop a solid understanding of the current frameworks for pricing equity derivatives and to give participants the mathematical and practical background necessary to apply the various pricing methodologies to the market. Delegates are entitled to a 30  more...

Advanced Mathematics Financial Tools and Applications Course Outline The scope of this course is to revise some of the theories and principles used for calculating the price of financial derivatives. The Black-Scholes model is used as the starting point but gradually the level of complexity is increased to discuss the jump-diffusion models, stochastic volatility models as well as discussions of pricing various exotic pay-offs that will be the new  more...

Volatility Trading and Managing Risk Course Outline The course starts by providing an understanding of how to estimate volatility and the consequences of the various ways of describing volatile asset prices. This leads into sessions on the application of a range of standard volatility derivatives such as VIX futures and options and volatility swaps. The final part of the programme covers the treatment of volatility in the more  more...

FX Exotic Options Course Outline Foreign Exchange exotics are becoming increasingly commonplace in today's capital markets. The objective of this workshop is to develop a solid understanding of the current exotic currency derivatives used in international treasury management. This will give participants the mathematical and practical background necessary to deal with all the products on the market. Delegates  more...

Equity derivatives Equity derivatives: This course will enhance participantsa ™ ability to work confidently and competently on an equity derivatives desk. They will master the key concepts and be familiar with the language and jargon of the markets. Depending on particular client needs, this course typically explores: * The information provided by Bloomberg for futures and option contracts  more...