What are Exotic Options: Microsoft Excel is a powerful tool. There are countless ways of using Excel to analyze, …

US$73 per 365 days

 

What are Exotic Options:

Microsoft Excel is a powerful tool. There are countless ways of using Excel to analyze, manipulate, and present financial data in a clear and concise format. For any aspiring investment banker, proficiency in Excel is a critical part of the job description.

Excel’s advanced features and functionality are used by banks and other financial institutions to solve a wide variety of financial problems, including discounted cash flow (DCF) evaluation, financial statement ratio analysis, stock valuation, bond pricing, option valuation, portfolio management, correlation and regression analysis, sensitivity analysis, and scenario analysis. But the focus in this course is not on any of the topics listed above. You need to be able to “walk before you run,” so this course focuses more on teaching you to use Excel both efficiently and effectively.

Why it is important:

It's hard – though some may try – to avoid spreadsheets in the world of banking and finance. They are an indispensable tool in financial modeling and analysis. Good, fundamental Excel training will help you build a solid foundation for mastering the use of spreadsheets, assisting you to use them confidently throughout your career.

Once you’ve mastered the basics, you can start to harness the power of Excel in your day-to-day job and use it to perform tasks such as those listed earlier.

What will you learn:

  1. Exotic Options Basics.
  2. Path Dependent Options.
  3. Forward Start Options.
  4. Exotic Options Considerations.
  5. Barrier Options – Basics, Strategies, Pricing, and Risks.
  6. Average Rate Options.
  7. Basket Options.
  8. Spread Options.
  9. Exotic Option Payoffs.
  10. Asian Option Payoffs.
  11. Basket Option Calculations.
  12. Structured Product Calculations.

Target audience:

This course is designed for derivatives professionals such as Derivatives traders, both sell-side and prop, Risk managers, Auditors, and product controllers, Junior quant analysts.

Curriculum:

  1. Exotic Options Basics
  2. Exotic Options Path Dependent Options
  3. Exotic Options Forward Start Options
  4. Exotic Options Considerations
  5. Exotic Options Pricing
  6. Barrier Options Basics
  7. Barrier Options Strategies
  8. Barrier Options Pricing
  9. Average Rate Option Pricing Monte Carlo Simulation
  10. Average Rate Option Pricing Approximate Analytical Methods
  11. Average Rate Options Price Sensitives
  12. Basket Options Basics
  13. Basket Options Pricing
  14. Basket Options Correlation and Volatility
  15. Spread Options
  16. Basket Options Path Dependent Option Evaluation
  17. Basket Options Diversity of Instruments
  18. Basket Options Creating Structured Notes
  19. Basket Options Constant Proportion Portfolio Insurance
  20. Basket Options Pricing Considerations
  21. Basket Options Pricing Approaches

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