Smart About Risk  
Nabídka  

Seminars

Seminar application IRRBB Audit Bank Strategy Management Course Banking Regulations in a Nutshell Basel II CRD IV: Basel III Implementation in the EU CCR and CVA Securities and Derivatives Controlling in Practice Control for Financial Institutions Credit Scoring CRR 3 / CRD 6 and Other News in Banking Regulation CRR 3 / CRD 6 in Detail CVA (Credit Valuation Adjustment) Impacts of Climate Change and their Solutions Effective Reporting ESG and Green Finance ESG Risks and their Audit Finance for Non-Financial Managers Financial Derivatives Financial Mathematics Fraud Management in Today's On-line World Fundamental Review of Trading Book Guidelines on Loan Origination and Monitoring ICAAP, ILAAP, Pilar 2 and Stress Testing IFRS 9 – Impairments under the New Standard IRB in Practice Internal Rating Based (IRB) Approach Commodity Derivatives Credit Derivatives Credit Value at Risk Creation of the Qualitative Future Scenarios GHG Emissions Measurement and Carbon Footprint Calculation Environmental Risk Measurement in Financial Institutions Credit Risk Measurement Model Risk Non-Financial Reporting According to CSRD, ESRS and GAR Option Pricing Operational Risk Operational Risk in Practice Preparation for SREP alias Supervision in Practice Rating and Scoring Risk-Based Pricing Concentration risk Liquidity Risk Weather Risk Risk appetite Assets and Liabilities Management - ALM ESG Risk Management: Executive Summary Financial Risks Management Credit Risk Management Project Risk Management Enterprise Risk Management – ERM Securitization Silicon Valley Bank Solvency II: Executive Summary Stress Testing Market Risk Interest Rate Risk in the Banking Book – IRRBB Value at Risk Workout in Banking Practice (non-retail) Rise and fall of Lehman Brothers
Option Pricing

Option Pricing

The seminar Option Pricing is organized as an open seminar for employees from different institutions and also as an in-house seminar organized for employees of clients with tailor made requirements.

Objectives of the seminar

The seminar extensively covers the area of option pricing. Participants will begin by refreshing their knowledge of the terminology necessary to understand explanations. They will be further introduced to the most common types of options used on the market. The seminar explains basic characteristics of an option and factors affecting its price. Illustration of various pricing alternatives will be dealt with in detail by different pricing models.

For whom it is intended

The seminar is intended mainly for employees of financial institutions - banks, investment and pension funds, leasing and insurance companies.

 

Seminar content

  1. What is an option?
  2. Option payoffs
  3. Analytical option pricing
  4. Option characteristics ("The Greeks")
  5. Currency options
  6. Interest rate options
  7. Binary (digital) options
  8. Barrier options
  9. Lookback options
  10. Average options
  11. Structured products involving options
  12. Numerical option pricing
  13. Option portfolio analysis
  14. Other possibilities how to utilize option theory
Currently no open seminar is organized. If you are interested in this topic please contact us and we will be delighted to prepare an in-house seminar for you.

Lecturer

Mgr. Ing. Václav Novotný

 

Consultancy

Advanced Risk Management, s.r.o. also offers consultancy services in the area of valuation of financial derivatives.

[Back]