Insight Series: Understanding Options - Pricing

This workshop is available via the following modes of delivery:

• In-house training: Make an in-house training enquiry to have this course delivered at your organisation
• Expression of interest: Let AFMA know that you are interested in attending a public workshop in your city

overview

This half-day workshop will give you an understanding of the underlying elements that affect option pricing and how the various option pricing models work. The workshop consists of practical examples to illustrate the theoretical concepts.  You should have some prior knowledge of puts, calls and standard payoff diagrams before attending this course. 

Who is it for?

This intermediate-level workshop will be of particular value and relevance if you are a front or middle office market practitioner seeking practical, applied continuing education directly relevant to your role. It may also be of use to senior technical/managerial market participants who would like to build a better understanding of pricing considerations in this market.

It is suggested that this workshop is taken in conjunction with the Understanding Options – Behaivour and Hedging workshop.

What will you learn?

By the end of this workshop, you will have gained an understanding of:

• factors determining the value of an option
• valuing an option using a Binomial tree
• the Black-Scholes formula
• understanding volatility
• put-call parity.