Content on this page requires a newer version of Adobe Flash Player.

Get Adobe Flash player

Foreign Exchange Options
- Pricing, Hedging and Applying Exotics and Structured Products

Date: 8-10 June 2010 (Singapore), 29 June-1 July 2010 (Japan, Tokyo)
Venue: Shangri-La Hotel (Singapore), Four Seasons Hotel Tokyo at Chinzan-so (Japan, Tokyo)

  Main Menu  
Register as a SG Member
Our members enjoy a series of exclusive benefits

Register Now!
Programme
Programme

Bonus for Participants Attending This Course!!

In addition to the Course Outline listed below, Professor Uwe Wystup will also address some new topics of current interest in the market including:

  • Basket Options with Smile
  • ATM and Delta Conventions
  • Building the Smile Surface from Market Strangle and Risk Reversals
  • Smile Surface Interpolation and Extrapolation
  • Basis Spread Margin in Cross Currency


Course Outline

Review of the Fundamentals of FX Options and Products

  • Fundamentals
  • Pricing and Hedging in the Black-Scholes Model
  • Vanilla Options
  • Volatility
  • First Genaration Exotics: Products, Pricing and Hedging
Structuring and The Traders' Rule of Thumb
  • Structuring With Vanilla Options
  • Applications in Structuring
  • The Traders' Rules of Thumb
Second Genaration exotics, Pricing and Hedging issues
  • Single Currency Exotics
  • Multi Currency Exotics
  • Long Term FX Options
  • Quantitative Issues

For full agenda, please email us at Email: enquiry@symphonyglobal.com