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: 01 October 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.