Investment Research Report

 

	Brochure
	New York

   

	Dates
	2006 TBA  New York
	Program Director:   Jonathan Kinlay Adjunct Professor Fund Manager

Advanced Options Trading

A 2 day course providing a comprehensive and practical review of quantitative techniques and strategies for advanced options trading.

The Advanced Options Trading course is designed for the intermediate level options trader looking to develop his knowledge of option trading techniques and theoretical concepts to professional standards.  The course covers four key areas of option trading activity:  Volatility, Valuation, Risk Management and Trading Strategies.  A detailed understanding of the sophisticated concepts and techniques in each of these areas will provide the delegate with the necessary tools to succeed in options trading at the highest level.  The course is taught by a team of leading options theoreticians and traders, all of whom have extensive practical experience of options markets.  Using computer models and simulations, delegates will obtain first hand experience of the practical application of the techniques in their own trading strategies and benefit from one-on-one coaching from options professionals.  Extensive use will be made of modeling system to illustrate the concepts with practical examples, and delegates will also receive free copies of the Options Calculator software.

Pre-requisites:  all delegates are assumed to be familiar with basic option strategies and theory and to be comfortable with Microsoft Excel.

 This comprehensive course will enable you to:

• Price options using the latest theoretical models and identify under- or over-valued securities.

• Apply advanced risk management techniques to quantify and analyze complex risk factors.

• Develop sophisticated models of option volatility as the foundation for volatility trading strategies.

• Understand advanced option trading and hedging strategies and how these are implemented in practice.

• Identify profitable options arbitrage opportunities and exploit them using appropriate trading techniques..

	Course Coverage
	Volatility Modelling & Forecasting Option Valuation Derivative Risk Management Advanced Trading Strategies

 

	Who Should Attend
	Options traders Quantitative Analysts Financial Engineers Investment Strategists Risk Analysts