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Course: This course is aimed at those who have a basic understanding of options and would like to learn more about the trading aspects of options. Participants will investigate volatility - implied, actual and future expected - as well as how to convert annual volatility into daily or weekly statistic that can be quantified for today's range.
A deep understanding of "the Greeks" - vega, theta, delta, gamma, and rho - is provided and will focus on how they are inter-related and change as the variables in options pricing models themselves change. Finally, participants will be introduced to numerous options strategies including directional, volatility, and arbitrage strategies. Wherever possible the course will focus on real life events as likely experienced by traders.
After the course you will be able to:
Who Should Attend: Sales professionals, traders, back-office professionals, analysts, cash/money managers, auditors, compliance professionals, exchange and clearinghouse staff, policy-makers and regulators.
Cost: $495 Early-bird | $550 Standard registration
Complimentary morning and afternoon
refreshment breaks are provided. Lunch on own.