Insight Series: Interest Rate Options
Insight Series: Interest Rate Options
Develop an understanding of the special pricing considerations surrounding interest rate options such as Caps/Floors and Swaptions.
Registration Options
Register by fax or email
You will need to download this registration form
-
Download fax or email registration form
PDF, 46kB
Downloads
-
Program Outline
PDF, 1118kB
Program Summary
| TITLE: | Interest Rate Options |
| CE: | 3hrs |
| FEE: |
Member - $478.50 including GST Non Member - $594.00 including GST |
|
Sydney June 21, 2012 |
9:00am - 12:00pm |
About the Speaker
Alex Palfi, Principal, Tykoh Group Pty Ltd
Alex Palfi is a Principal of Tykoh Group Pty Ltd – an Australian based training provider specialising in tailored one and two day workshops on technical finance and business topics.
Prior to setting up Tykoh Alex was a Division Director at Macquarie Group in Sydney. In that role he developed a range of finance workshops and presented those in Australia and at other international locations. Those workshops focused on financial modelling, valuation, derivatives, credit risk and Visual Basic programming.
In earlier roles Alex worked for a number of financial services organisations as a financial software developer and lectured at Technical Institutes in New Zealand in programming and electrical engineering. Alex’s university qualifications are in engineering. He obtained Masters and Bachelors degrees in Electrical Engineering from the University of Canterbury in New Zealand.
About this program
The Financial Mathematics series of three-hour workshops help you understand relevant mathematical concepts by working through practical examples of each concept to reinforce the theory. This particular workshop will help you gain an understanding of the special pricing considerations of interest rate options.
Market participants who already have an understanding of standard put and call options will extend their knowledge to learn more about Caps/Floors and Swaptions and the difficulties in pricing interest rate options using a Black model. Take a look at the Program Brochure (link to asset) for more information on the level of required knowledge for this workshop.
What will you learn?
With a heavy emphasis on worked examples, you will learn more about:
- Differences and links between Caps/Floors and Swaptions;
- Pricing of Caps/Floors and Swaptions;
- Difficulties in pricing interest rate options using a Black model;
- Volatility curves; and
- One-factor yield curve models.
Testimonials
Perfect morning session - thanks!