Advance Future And Options - Course Outline
Overview of Derivatives :
Recap of long/short call and put options &
Option pricing elements
Recap of long/short call and put options &
Option pricing elements
Volatility Analysis :
ARCH, EWMA, GARCH, and Implied Volatility
models & Associated trading strategies
ARCH, EWMA, GARCH, and Implied Volatility
models & Associated trading strategies
Arbitrage Strategies:
Cash & Carry and Reverse Cash & Carry
Arbitrage
Cash & Carry and Reverse Cash & Carry
Arbitrage
Option Trading Strategies :
Bear/Bull call/put spread, butterfly,
condor, straddle, strangle and more
Bear/Bull call/put spread, butterfly,
condor, straddle, strangle and more
Advanced Option Pricing Models :
Black-Scholes model & Identifying and
avoiding traps and sudden direction changes in price movement
Black-Scholes model & Identifying and
avoiding traps and sudden direction changes in price movement
Hedging and Visualizing Option Risk :
Greeks and visualizing option exposure,
Hedging volatility risk through the Vanna-
Volga method.
Greeks and visualizing option exposure,
Hedging volatility risk through the Vanna-
Volga method.
For more information, please contact:
helpdesk@empiricalacademy.net | +91-9137386493 / +91 9137180194
helpdesk@empiricalacademy.net | +91-9137386493 / +91 9137180194