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


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