Practical Equity Derivatives Workshop: Pricing and Hedging

Time: 19-20 October 2009
Venue: Central London, United Kingdom

The aim of this course is to provide a sound description of the fundamentals and building blocks of equity derivatives pricing theory, how this theory is implemented into useful pricing models, and then how those models should be used in the real world to price and hedge equity derivatives.

Topics:

• Learn how equity option pricing models work in the real world, with the assumptions behind them
• Discuss behaviour dynamics, characteristics and pricing of the instruments
• Cover greeks when hedging vanilla options in practice and understand why models don’t always work
• Explore volatility: Realised and implied, smiles and its behaviour in the real world
• Look at composite and quanto options pricing and hedging
• Gain insight on exotic instruments: Barrier options, forward start options, binary options, Asian options, basket options and variance swaps

Who should attend?

From Financial Services Institutions, Investment Banks, Private Banks, Central Banks, Investment Houses, Regulators, Rating Agencies and Legal Firms: Derivatives, Equity Derivatives, Derivatives Trading, Pricing & Strategy, Structured Products, Middle Office, Fund & Asset Management, Structuring, Quantitative Analysis, Risk Management, Analysis & Control, Model Validation, Derivatives Product & Control, Sales & Portfolio Management, Data Monitoring & Analysis, IT Support for Equity Derivatives & Models.

Event Contact:

• Ulrike Eder
  11 Connaught Place
  London W2 2ET
  Tel: +44(0)20 3002 3273
  Fax: +44(0)20 3002 3016
  Email: ulrikee@marcusevansuk.com