BACK
|
This course is designed to provide market users with a solid understanding of option pricing and the risk management of option positions. The course will cover both relative valuation, notably put – call parity, and absolute pricing methodologies, including the binomial approach and continuous time, Black – Scholes approach, and in particular how they can be adapted to value options traded on the LME market. The final day focuses on the practical applications of the theory introduced in the previous two days, and introduces more exotic option types commonly traded in the OTC metals market.
Duration: 3 days
Prerequisites: previous knowledge of options. It is advisable to attend the Introduction to Hedging with Options course.
| Date |
Location |
Venue |
Time |
|
| 08/07/08 to 10/07/08 |
London |
MLS Business Centre, Providian House, 16-18 Monument Street, London, EC3R 8AJ |
8.30am-17.00pm |
Book now |
|
10/09/08 to 12/09/08 |
London |
The London Metal Exchange, 56 Leadenhall Street, London, EC3A 2DX |
8.30am-17.00pm |
Book now |
| 18/11/08 to 20/11/08 |
London |
The London Metal Exchange, 56 Leadenhall Street, London, EC3A 2DX |
8.30am-17.00pm |
Book now |
|
Course fees |
|
|
Per delegate
N.B. Please note that a 17.5% VAT rate will be added to all the courses taking place in the UK |
£1300
|
|
Early-bird discount
N.B. Please note that this discount only applies when booking 60 or more days prior to the day of the course |
10% |
|
Additional delegate discount
N.B. please note orders must be placed simultaneously for the discount to apply |
£100 |
Fees include all course materials, lunch and refreshments.
All registration fees must be paid prior to the event.
Please note that the dress code is smart casual.
All LME courses are delivered in English unless otherwise stated.
Further information
Click here to view all LME course dates in 2008 and to book your place online.
For more information about this course and other LME training courses, email lme.education@lme.com or telephone +44 (0) 20 7264 5555
|
