• The concepts and terminologies used in Options market
  
• Different types of Options available in the financial market
  
• Application of various pricing models
  
• Identification of Options as a tool for speculative and hedging activities
  

Instructional Method
Dynamic, Interactive e-learning

Recommended Background
Familiarity with basic financial concepts

For purchase,contact us at
PO Box 910207. CA 92191, USA
Phone: +1-858-755-8527 Fax: +1-858-755-6973, +1-858-756-8587, E-mail: information@kesdee.com, Website: www.kesdee.com

Options
Time taken to complete each Course: Two - Three hours

1. Options-Fundamentals

• Objectives
  
• Basics
  
• Option Premium
  
• Basic Options Positions

2. European Option Pricing

• Objectives
  
• Introduction
  
• Single-period Binomial model
  
• Multi-period Binomial model
  
• Black-Scholes model

3. Options-The Greeks

• Objectives
  
• Introduction
  
• Delta
  
• Gamma
  
• Theta
  
• Vega
  
• Rho

4. Options-American Style

• Objectives
  
• The Option of Early Exercise
  
• Black-Scholes Option Pricing model
  
• Binomial Option Pricing model

5. Trading Strategies

• Objectives
  
• Introduction
  
• Covered strategies
  
• Spreads
  
• Straddles
  
• Butterflies
  
• Strangles
  
• Summary of strategies

6. Interest Rate Options

• Objectives
  
• Introduction
  
• Pricing
  
• Caps, Floors and Collars
  
• Trading Strategies

7. Currency Options

• Objectives
  
• Introduction
  
• Types and Characteristics
  
• Pricing
  
• Uses of Currency Options

8. Swaptions

• Objectives
  
• Introduction
  
• Swaption Variants
  
• Pricing of Swaptions
  
• Uses of Swaptions

9. Options on Futures

• Objectives
  
• Introduction
  
• Quotations
  
• Pricing

10. Exotic Options

• Objectives
  
• Introduction
  
• Forward-Start Options
  
• Compound Options
  
• Chooser Options
  
• Barrier Options
  
• Look-back Options
  

JOB AIDS

• Measurement Tools
• Disclosures
• Regulations
• Global Best Practices
• Benchmarking Data

Calculators in Options

1. Historical volatility
2. Implied volatility
3. Risk-free rate of interest
4. Single-period Binomial Option pricing model
5. Multi-period Binomial Option pricing model
6. Multi-period Binomial Option pricing model –dividends
7. Unit Normal Cumulative Probabilities
8. Black-Scholes Option Pricing Model
9. Black-Scholes-Merton Option Pricing Model
10. Calculating Delta
11. Calculating Gamma
12. Calculating Rho
13. Calculating Theta
14. Calculating Vega
15. A Comprehensive Calculator for Option Pricing and also for Greeks
16. Bivariate Normal Cumulative Probabilities
17. Binomial Approximation with a continuous dividend yield
18. Binomial Approximation with a known dividend yield
19. Binomial Approximation with a known dollar dividend
20. Pseudo American call option pricing
21. Analytic approximation of American stock option prices
22. Chooser Options
23. Forward Start Options
24. Options on Futures
25. Options on LIBOR
26. Swaptions
27. Currency Options Calculator - Binomial Model

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• Futures & Forwards Library of 7 Courses
  
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• Options Library of 10 Courses
  
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• Understanding Financial Statements Library of 2 Courses
  
• Budgeting Library of 5 Courses
  
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• Financial Accounting Library of 9 Courses
• Mutual Funds Library of 11 Courses
  
• ePRM Coach Library of 68 Courses
  
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