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Derivatives

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Introduction to Option Pricing Theory

Calculate the theoretical value of an option, using a binomial tree Use basic statistics to derive option value Discuss how the characteristics of options affect their value Calculate the impact of volatility on an option Calculate the intrinsic value and time...
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$159

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5 hours
Start Date: Open enrollment

Exotic Options

Explain the use and characteristic features of exotic options Contrast the payoff profiles and corresponding risks of various exotic options State the potential uses of exotic options in hedging
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$159

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1.30 hours
Start Date: Open enrollment

Futures Instruments

Identify key features of popular futures contracts Calculate P/L for various futures contracts Calculate conversion factors and delivery prices for UST futures
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$159

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3 hours
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Interest Rate Swaps

Calculate the coupon payments for an interest rate swap Price an interest rate swap by calculating the present values of the fixed and floating sides Derive a fixed rate for an interest rate swap
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$159

USD

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4 hours
Start Date: Open enrollment

Introduction to Options

Describe what options are, how they work, and why they are used Determine the nature of the potential payoffs and inherent risks associated with basic option positions Discuss the mechanics of various popular option strategies
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$159

USD

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4 hours
Start Date: Open enrollment

Currency Swaps

Calculate the coupon payments for a currency swap Price a currency swap by calculating the present values of the fixed and floating sides
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$159

USD

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3 hours
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Asset Swaps

Understand the advantage of swap transactions in a variety of situations
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$159

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3 hours
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Caps, Floors, and Swaptions

Describe the characteristic features of caps, floors, and swaptions Explain the payoffs and risks of caps, floors, and swaptions Summarize the characteristics of various combinations of caps and floors Calculate the payoff for an interest rate collar
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$159

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1.50 hours
Start Date: Open enrollment

Equity Derivative Strategies: Profit/Loss Analysis

Be able to calculate the breakeven price, net investment, profit/loss, and period return of six equity derivative strategies. Understand profit/loss within the broader context of the investor's market view and investment objectives.
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$159

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3.50 hours
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Tools for Evaluating Options

Calculate the intrinsic value and time value of an option Measure and see the effects of theta, delta, gamma and vega
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$159

USD

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4 hours
Start Date: Open enrollment
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