Insight Series: Understanding Options - Pricing
Insight Series: Understanding Options - Pricing
Learn how the various option pricing models work and the factors that determine the price of an option.
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Program Outline
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Program Summary
| TITLE: | Understanding Options - Pricing |
| CE: | 3hrs |
| FEE: |
Member - $478.50 including GST Non Member - $594.00 including GST |
| Sydney April 30, 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 Pricing workshop will give you an understanding of the underlying elements that affect option pricing and how to apply various pricing models for options.
This workshop is designed for participants with some knowledge of puts and calls, looking for a greater understanding of the determinants of option pricing and the interplay between these determinants. 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:
- Factors determining the value of an option;
- Valuing an option using a Binomial tree;
- Understanding volatility; and
- Put-call parity.
Testimonials
Good content, good speed, excellent presentation.
This was very good. I found the practical elements of the workshop very useful.
Good pace, easy to understand and presented well.