This half-day workshop will help you gain an understanding of the special pricing considerations of interest rate options.
If you already have an understanding of standard put and call options this workshop will extend your knowledge in learning more about caps/floors, swaptions and the pricing complications for interest rate options.
Alex Palfi is a Principal of Tykoh Group Pty Ltd – an Australian based training provider specialising in tailored one and two day workshops on technical finance and business topics. Prior to setting up Tykoh Alex was a Division Director at Macquarie Group in Sydney. In that role he developed a range of finance workshops and presented those in Australia and at other international locations. Those workshops focused on financial modelling, valuation, derivatives, credit risk and Visual Basic programming.
This intermediate-level course will be of particular value and relevance if you are a front or middle office market practitioner seeking practical, applied continuing education directly relevant to your role. It may also be of use to senior technical/managerial market participants who would like to build a better understanding of pricing interest rate options.
By the end of this workshop, you will have gained an understanding of:
Perfect morning session - thanks!
Good practical examples of options that people could relate to.
I enjoyed the course.