Sparring Sessions

 

Highly practical one-day sparring sessions with a renowned and ‘seasoned’ options expert. Tailormade, focussed on the customer’s preference of topics. Prior options knowledge and experience is required.

Examples of Topics

 

  • Best hedging strategy when gamma long and gamma short. How can you fully monetise on the gamma position? Why is gamma hedging  tough?

  • Trading kurtosis; e.g. a uniform distribution means options are too expensive, how to apply right options strategies at different distributions?

  • Why is the skew so steep? What are the effects of this steepness? Ratio spreads, cheap/ expensive?

  • Vega convexity, how is vega distributed at different levels and in time? How to set up a position which makes money at: higher and  lower volatility levels and in time?

Who should attend?

Departments within Banks, Brokerage firms, Trading Houses and Funds being involved in:

 

  • Risk management

  • (Derivatives) Trading

  • Pricing

  • Structuring

  • Analysis

  • Or just anyone being interested in gaining a very strong in depth understanding of options and options trading strategies in practice.

© 2016 by Pierino Ursone