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Option Hedging Simulation

Applying theory to practice takes its best form in this cutting-edge program.

Options risk management can be very challenging in real life. This innovative program uses practical examples and computer based simulations to give you an intuitive perspective on hedging, and how to use the “Greeks” to measure the sensitivities of an option value with respect to all market parameters.

During two days, you will simulate the management of a portfolio of options and make hedging decisions just like a derivatives trader. You will test theories, learn from your own mistakes, and perfect your decision-making in a risk-free platform. Once the behavior and interplay of the Greeks are well understood, derivatives will have no more secrets.

The content covered in this program applies to options traded in equity, currency, commodity, and rates markets. Exercises are implemented using Excel VBA, which participants can take away.

All participants will receive a copy of Dr Leoni’s book “Hedging and the Greeks Explained”.

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  • Date:
  • Venue:
  • This course is only available via LFS LiveLFS Live
  • Fee:
  • US$1970 per day
    US$3940 total

This course is also available in London Time Zone and Singapore Time Zone

Who The Course is For
  • Traders
  • Risk Managers
  • Stress Testers
  • Investment Managers and Analysts
  • Portfolio Managers and Hedge Fund Managers
  • Structured Products and Derivatives Desks
  • Trading Desks
  • Quantitative Researchers
  • Middle Office and IT professionals
Prior Knowledge
  • Basic knowledge of fixed income, equities and commodities
  • Basic knowledge of options
  • Basic knowledge of Excel

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