Currency Options – Part One
Information
This One-Day highly participative course for banks and their advisors featuring, case studies and exercises. Likely participants will include personnel from, operations, financial control, internal audit, legal department, IT, compliance, and credit, treasury marketing and sales executives.
Schedule
Session 1:
Introduction and Course Objectives
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Options – a key derivative product
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Volumes and Values
Session 2:
Background to the Options Market
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Definition and Key features
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Option Terminology
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Range of different types of options;
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Exchange traded VS OTC
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American VS European
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Traditional VS Exotic
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Analysing;
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Option writers VS Option holders
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Premium VS non-premium
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Liquidity
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Gearing
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Credit Risk
Session 3:
Expiry profiles
Four option building blocks – basis for all options strategies
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Long Call
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Long Put
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Short Call
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Short Put
Combination Strategies, Straddles, Strangles, Spreads
Session 4:
Option pricing
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How the pricing models work
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Premium determinants
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Option Sensitivity
Session 5:
Options Greeks
Measuring option sensitivity
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Delta
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Gamma
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Theta
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Vega
Session 6:
Options Applications
Users and Uses of options
Using options for exposure management
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Transaction
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Translation
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Contingent
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Economic
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Case Study
Course Close
Register interest
As every course we run is tailored to meet the specific needs of each client, we can only provide an estimate after fully understanding your specific requirements. Please complete the form below of call +44 (0) 208 894 4977 to discuss how Taylor Associates can help you.