Insight Series: Understanding Options - BH
Insight Series: Understanding Options: Behaviour & Hedging
Learn more about the dynamics of options and how they behave, as the inputs to the pricing model vary.
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Program Outline
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Program Summary
| TITLE: | Understanding Options: Behaviour & Hedging |
| CE: | 3hrs |
| FEE: |
Member - $478.50 including GST Non Member - $594.00 including GST |
|
Sydney May 10, 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. The Options Behaviour and Hedging workshop will give you an understanding of how options behave, as the inputs to the pricing model vary.
This workshop is designed for participants with some knowledge of puts and calls, looking for a greater understanding of the dynamics of option pricing and the considerations of hedging options positions. 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:
- The option ‘greeks’ – delta, gamma, vega, theta, rho;
- Hedging option positions; and
- Synthetic option replication.
Testimonials
The facilitator has a great deal of knowledge on options!
This workshop has really helped me with my knowledge and understanding of terms I hear everyday and didn't know what they mean.