Pricing & Trading Options (In-House)

IFF - International Faculty of Finance
Training overview
Corporate / Group Training
3 days
From 2,999 GBP

Start dates
2,999 GBP
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Course description

Pricing & Trading Options (In-House)

  • Understand the mechanics of option pricing and valuation
  • Design trading strategies using a combination of options
  • Apply and use bond options, caps, floors and swaptions
  • Understand the Greeks
  • Understand Black-Scholes
  • Use new techniques to build and price sophisticated structured products
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COVID-19 Update

This provider offers an online version of their classroom courses

Training content

Options: The Fundamentals

  • Definition, conventions and terminology
    • price
    • quote
    • settlement
  • Puts and calls and what they mean
  • American, European and Bermudian options
  • Intrinsic and time value

Basic Option Strategies with a Focus on Currency Options

  • Call and put spreads
  • Collars
  • Calendar spreads
  • Straddles and strangles
  • Box spreads
  • Other applicable strategies
  • Put and call parity
  • Understanding currency options

Risk Management – Understanding the Greeks and their Interaction

  • Delta
  • Gamma
  • Decay
  • Vega
  • Rho
  • Delta hedging
  • Trading a book and seeking Gamma


  • Volatility concept and impact on pricing
  • Term structure
  • Smile (straddles, risk reversals and butterflies)
  • Forward volatility
  • Historical – Implied - Actual
  • Hedging and trading an options book
  • Volatility surfaces
  • Other mark to market issues

Interest Rate Options

  • Caps
  • Floors
  • Collars
  • Swaptions
  • Bond options

Option Pricing Tools

  • Basic probability
  • Normal distributions
  • Lognormal distributions
  • Mean variance analysis of asset returns
  • Understanding the Black-Scholes equation
  • Problems with Black-Scholes
  • Kurtosis

More Complex Options

  • Digitals: European options
  • Accrual options
  • Asian options
    • average rate
    • average strike
    • one touch no touch
    • single and double
  • Barrier options:
    • European and American
    • single and double
    • knock-in and knock-out
  • Discrete and window options
  • Binary options
  • Basket options

Exotic Options and their Pricing Features

  • Basket options
  • Quanto options
  • Pricing using Binomial trees

Structuring Bonds and MTNs Using Options

  • Equity linked transactions
  • Convertibles
  • FX linked notes
  • Credit Linked Notes (CLNs) with an option element


  • Online course fee: £2399 + VAT where applicable
  • London course fee: £2999 + VAT @ 20% = £3598.80

About IFF

International Faculty of Finance - IFF Finance & IFE Energy - Specialist Training Courses

As one of the world's leading specialist financial training organisations, The International Faculty of Finance, provides participants in the global financial markets with intensive technical training programmes designed to help them succeed on the global stage.  Established in 1991 we...

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