Illustrative course outlines

At OTC we believe in tailoring our courses to meet each client’s specific requirements.  The illustrative course outline below gives an indication of the type of course content that we’ve been asked to deliver. For more information call us on +44 20 7700 3330 or email info@ockendontraining.com

Strategy & Leadership Finance & Commerce Investment Banking

FX options for spot/forward FX dealers

What is covered?

An introduction to options theory and practice and the impact of option risk factors – the Greeks – on trading in an option portfolio.  Following some options revision and a more technical look into the option greeks, this course offers a workshop style of learning with participants using tools and techniques to assess exposures and option combinations.

Who will benefit?

Participants working in FX looking for follow on training in the area or options and forwards.

Course content

Review of option basics
    • Terminology
    • The drivers of option price
    • Exposure analysis
    • Option combinations
    • OTC vs. Exchange conventions
Option Greeks
    • Vega
    • Delta and Gamma
    • Theta and Rho
Workshop session
    • Using graphing tools and FENICS®
    • Pricing
    • Exposure analysis
    • Option combinations


 

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