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13 3307.5064 | 13 3307.5065

Courses

In Company

Senior Module

 

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

Senior Module

Executives with responsibilities in the commercial, financial, treasury, traders with more than five years of experience who are familiar...

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Full Module

Intended for executives with responsibilities in the commercial, financial, treasury, control, logistics, production and legal areas...

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Intensive Module

Intended for executives with responsibilities in the commercial, financial, treasury, control, logistics, production areas...

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