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Cross Currency Rupee Options

 
 
 
OBJECTIVES

  1. Introduction to Options
  2. Option Strategies
  3. Options Trading and Managing an Options Trading Book
  4. Corporates and Options
  5. Real-time Examples


PROGRAMME CONTENTS

Session 1-

Introduction To Options

  1. Introduction to Options
    • Call / Put
    • American / European / Asian
    • ATM / OTM / ITM
  2. Pricing of Options
    • Theory & practice
    • Excel-based workings
    • Call - Put parity
  3. Determination of strike price
  4. Introduction to options and volatility trading
  5. Option Greeks like delta, gamma, theta, vega, rho.

Session 2-

  1. Option Strategies
    • Plain vanilla strategies Call spreads, Put spreads, Range Forwards, Butterfly trades, Straddles and Strangles, Condors, Seagulls, etc.
    • Zero Cost Structures
    • Pay off structures and practical workings
    • Exotic options strategies Binaries, Barriers, Double Lock outs and lock ins, etc.
  2. Options and Risk Management
    • Actual liability management and exchange rate examples

Session 3-

Options Trading and Managing an Options Trading Book

Session 4-

Corporates and Options (with some live examples) 

TARGET AUDIENCE

Executives at Treasury desks at Commercial Banks, Co- operative Banks and Corporates and Financial Market Professionals.

VENUE

BSE Training Institute

Bombay Stock Exchange Ltd.

P.J.Towers, 19th Floor

Dalal Street

Mumbai-400001


DURATION & TIMINGS

1 day

9.30 am to 5.00 pm


FEES

Rs. 4000.00 + 12.36% (Service Tax + Education Cess) per participant inclusive of course material, tuition fees, snacks and lunch.

PROGRAMME COORDINATOR


Vispi Rusi Bhathena,
Piyush Shelat,


For further details regarding registration, contact:

BSE Training Institute
Bombay Stock Exchange Ltd.
Email:training@bseindia.com
Phone: 22721127; 22 22721233 Ext. 8175, 8197, 8813, 8247, 8161,8464,
Fax: 22723250



Registration Form Programme Schedule


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