Date(s)
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Educational Objectives

  • Understand the purpose of an option pricing model, recognize its assumptions, and describe its variables
  • Understand the risk sensitivity measures that are derived from an options pricing model (a.k.a The Greeks)

Modules Index

  • Black-Scholes Model
  • Delta
  • Gamma
  • Rho
  • Theta
  • Vega

Date: 19 April 2024
Time: 15:00 to 16:30
Training Duration: 60 - 90 Minutes
Cost: R7,500.00 per delegate excl VAT.

Non-endorsement

By using a service provider to offer the courses, the JSE does not directly or indirectly endorse any product or service provided, or to be provided by the service provider.