Executives with responsibilities in the commercial, financial, treasury, traders with more than five years of familiarity with derivative markets, controllers and auditors who need to depth protection mechanisms in the market, risk managers, professionals in the area of credit, investors, business advisers, journalists covering commodity markets, graduate, MBA and other interested people.
Program content:
1. Pricing Options
– Variables that affect the premium
– Black & Scholes
– The binomial method
– Normal distribution
2. Volatility
– Implicit and historical
– Calculation
– Different volatilities
3. The Greeks
4. Delta Hedging
– Concept
– Settings
– Comparing with futures
– Time / volatility ratio
5. Synthetic Operations
– The Mathematics of Options
– Put / call parity
6. Strategies
– Directional
– Volatility
– Structuring a winning strategy
Duration: From 10 to 12 hours
Instructor: Arnaldo Luiz Corrêa
Executives with responsibilities in the commercial, financial, treasury, traders with more than five years of experience who are familiar...
know moreIntended for executives with responsibilities in the commercial, financial, treasury, control, logistics, production and legal areas...
know moreIntended for executives with responsibilities in the commercial, financial, treasury, control, logistics, production areas...
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