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  • Home
  • About
    • Delegate Testimonials
    • Locations in Africa
    • Our Tutors
    • Client Testimonials & Accreditation
  • Types of Study
    • Blended Learning
    • e-Learning
      • E-Learning DEMO
      • About
      • e-Learning Courses
        • ACI – Operations Certificate
        • ACI Dealing Certificate
        • Swap, Options & Futures
        • FX & Interest Rate Options
        • An Intro to Derivatives
        • Fundamentals of the Forex Market
        • An Intro to Financial Markets
        • Fundamentals of the Fixed Income Market
        • Fundamentals of the Money Market
        • Financial Mathematics
        • BASEL II, III
        • Asset & Liability Management
      • Benefits
      • Log in
    • Workshops
      • In House Workshops
      • Public Workshops
    • Simulations
      • Introduction
      • Courses
        • ALM
        • Banking Management
        • Basel
  • Learning Area
    • Financial / Technical
      • Treasury,Money Markets & Derivaties
        • Interest Rate and Currency Derivatives, Market and Counterparty Credit Capitalisation
        • Advanced Foreign Exchange & FX Options (ACI Diploma 1)
        • ACI Dealing Certificate
        • ACI Operations Certificate
        • Asset and Liability Management
        • Fixed Income – Bonds, Swaps and Credit (Including Yield Curve Constructions & IRRM)
        • Currency Options
        • Derivatives
        • Financial Mathematics
        • Foreign Exchange & Interest Rate Options
        • Market Risk
        • Technical Analysis
        • Treasury Sales
      • Risk, Credit & Compliance
        • Banking Risk Analysis
        • Corporate Credit Analysis & Debt Restructuring
        • Basel III and Risk Management (incl ERM & ICAAP)
        • Enterprise Wide Risk
        • Know your Customer – Anti Money Laundering/ Anti-Terror Financing
        • Operational Risk
        • Stress Testing and Scenario Analysis
      • Excel Workshops
        • Compound VBA Workshop
        • Excel Skills for Financial Managers (from Basic – Advanced)
        • Financial Modelling
      • Corporate, Project & Trade Finance
        • Company Valuations (Advanced Financial Analysis)
        • Cash Flow Analysis and Dynamic Forecasting
        • Due Diligence
        • International Trade Finance
        • Mergers & Acquisitions – Techniques, Strategies, Modelling
        • PPP & Project Finance
        • Structured Commodity Trade Finance
      • Audit & Accounting
        • Funds Transfer Pricing (FTP)
        • IFRS
      • Asset Management
        • Fund Performance Measurement, Attribution Analysis & GIPS Excel Modelling
        • Pension Fund Strategies and Implications
      • Real Estate
        • Property Deal Structuring, Financial Valuation & Modelling
        • Real Estate Investment
  • Resources
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Currency Options

 

Workshop Overview

This 4 day comprehensive workshop is designed to deliver a “from the ground up” theoretical and practical understanding of the modern currency options market. Core concepts such as option and risk model assumptions and deficiencies, components of option premium and Put-Call Parity are introduced and their relevance explained. Requisite fundamentals, such as realised and implied volatility, option surface “smile and skew”, are then integrated into the alternate quotation methodologies for interbank counterparties and commercial customers, and risk-adjusted portfolio construction.

Structuring is an essential component for corporate traders, marketers and senior markets and treasury practitioners who want to develop a strong franchise in the foreign exchange market. Widely ranging alternatives include abundant combinations of vanilla options and then on to path dependent structures using the specific risk trade-off features available to Barrier, Digital and Asian options.

All of the above is in preparation for a simulated environment that pits the knowledge imparted to the delegates against the vagaries of the currency market to test their ability to not only quote all types of clients effectively and efficiently whilst also building a robust options portfolio that possess’ clearly defined risk parameters, limits and profit objectives.

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