£1605 per delegate. This may be less for special offers on specific course dates and in-company training courses
Duration: 2 days
Trainer: E023CI
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Options Strategies and Risk Management
- Personnel from the energy market, trading companies and other individuals who wish to gain an understanding of energy options and their uses
- Risk management and financial departments of oil, gas and electricity companies
- Exploration, production, transportation and refining departments of energy companies
- Oil, gas and other energy producing, supply and distribution companies
- Major energy consuming businesses
- Trading companies, banks, brokers, government, regulators and associated organisations
Course Content
Options pricing and volatility
- Underlying market price
- Strike price
- Time to expiry
- Volatility
- Interest rates
- Expected returns
Synthetics
- Long call/put
- Short call/put
- Put/call parity
Options sensitivities
- Delta
- Gamma
- Rho
- Theta
- Vega
Trading strategies
- Profit and loss profiles
- Spreads
- Straddles
- Strangles
- Fences
- Ratio spreads and back spreads
- Butterflies
Risk management
- Hedging
- Delta neutral
Workshops and exercises
This course assumes a basic understanding of options. Workshops, exercises and simulated trading are used to explore pricing and option strategies. It investigates arbitrage relationships and options sensitivities are covered. Options strategies are reviewed and their merits considered depending on market view and degree of risk incurred.
Who Should Attend
Who Should Attend
- Personnel from the energy market, trading companies and other individuals who wish to gain an understanding of energy options and their uses
- Risk management and financial departments of oil, gas and electricity companies
- Exploration, production, transportation and refining departments of energy companies
- Oil, gas and other energy producing, supply and distribution companies
- Major energy consuming businesses
- Trading companies, banks, brokers, government, regulators and associated organisations
Course Content
Options pricing and volatility
- Underlying market price
- Strike price
- Time to expiry
- Volatility
- Interest rates
- Expected returns
Synthetics
- Long call/put
- Short call/put
- Put/call parity
Options sensitivities
- Delta
- Gamma
- Rho
- Theta
- Vega
Trading strategies
- Profit and loss profiles
- Spreads
- Straddles
- Strangles
- Fences
- Ratio spreads and back spreads
- Butterflies
Risk management
- Hedging
- Delta neutral
Workshops and exercises
| Location | Region | Start Date | Days | Price ex. VAT | ||
|---|---|---|---|---|---|---|
| Barbican | London, London All Areas, South East | Thu 29 Oct 20 This course runs over two consecutive days, start date as indicated. | 2 | £1605 + VAT | BOOK | ENQUIRE |
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