Options Markets I & II

New York Institute of Finance

ITEM FIPR0203

25 Jul 2024 - 26 Jul 2024

09:00 AM - 04:30 PM

$1,879.00

14 Nov 2024 - 15 Nov 2024

09:00 AM - 04:30 PM

$1,879.00

group

In-person (NY Campus)

update

2

language

English

school

Introductory

25 Jul 2024 - 26 Jul 2024

09:00 AM - 04:30 PM

$1,879.00

14 Nov 2024 - 15 Nov 2024

09:00 AM - 04:30 PM

$1,879.00

videocam

Virtual (Live)

update

2

language

English

school

Introductory


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17

Options Markets I & II

Develop a comprehensive, practical understanding of options including market conventions, contract specifications, valuation, trading strategies and the regulation of markets.

CPE Credits: 14

This course is a component of the Derivatives Professional Certificate.

 

Prerequisite knowledge:

  • Intermediate MS Excel skills (use solver, etc.)
  • Basic probability
  • Basic calculus
  • Some knowledge of equity markets
  • Knowledge of fixed income basics

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To make it even easier to learn, you can finance your program through Affirm.

Loans offered through Affirm are available in the U.S. and Canada.

  • Easy monthly payments

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  • Flexible payments

    Pay your monthly bill using a bank transfer, check, or debit card.

Module 1: Contract Terms and Conditions

  • Option Terminology
  • Contract Terms, Payoff Profiles & Break-evens

Module 2: Inputs into Option Pricing Models

  • Asset price
  • Strike price
  • Time to expiration
  • Interest rates
  • Dividends
  • Volatility

Module 3: Market Participants and Strategies

  • Unlevered portfolio managers: Buy write, put write
  • Speculators: Vertical spreads and earnings speculation
  • Earnings announcements speculation

Module 1: Option Pricing

  • Probability: essential concepts
  • Normal and log-normal random variables
  • Pricing models: Binomial and Black-Scholes-Merton

Module 2: Risk Management

  • The Greeks: Delta, Gamma, Theta, Vega, Rho and Psi

Module 3: Risk Arbitrage Trading Strategies

  • Calendar spreads
  • Yield curve spreads
  • Volatility trading

Module 4: Hedge Accounting for Swaps and Options

  • Time decay
  • Hedge ineffectiveness
  • Cash flow hedges using interest rate swaps
  • Fair value hedges using options
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Options Markets I & II

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$1,879.00

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