Financial Option: Pricing and Strategies

February 19, 2009 Admin

Date: May 16, 2009 / Saturday [ full day ]

This course is designed to provide an understanding on financial options. It will start from the building block of option pricing, which is interest term structure and historical and implied volatility. Second session will introduce three categories of option pricing models, they are 1. Analytical, 2. Trees Approximation and 3. Monte Carlo Simulation. Third session shows how to construct a volatility surface, which consider the volatility varied with strike price and maturity of the option. The last session will introduce few option structures and their applications.

A SIDC CPE-accredited Course with 10 CPE Points!

Speaker: Mr. Chang Ting Cheong
Date: May 16, 2009 / Saturday [ full day ]
Venue: Dewan Berjaya, Bukit Kiara Equestrian & Country Resort, Jalan Bukit Kiara, Off Jalan Damansara, 60000 Kuala Lumpur
Registration: 8.45 am – 9.15 am
Time: 9.15 am – 5.00 pm
Fee: Early Bird Special – RM250 ( FPAM Member), RM300 (Public)
Normal – RM300 ( FPAM Member), RM350 (Public)
Fee includes seminar materials, buffet lunch and refreshments.
CE Points: Ten (10)
CPE Points: Ten (10)

Objectives

Register before May 1, 2009 to enjoy Early Bird Discount!