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Equity Derivatives 1: Trading and Managing Vanilla Options

An intensive three-day workshop on trading and managing risk of vanilla equity derivatives. Presented by Alberto Cherubini. 

This programme provides a solid understanding of modern vanilla equity derivatives and of their markets, practices and conventions, both from the buy side and sell side perspective. The second part will explore the technical basis of derivatives pricing, hedging and risk management.

Delegates will assess volatility in its different meanings, and explore how it impacts option pricing. The Black-Scholes framework is discussed in depth including extensions to it, while the last session covers the volatility surface in detail, including trading and risk management of vanilla portfolios. The course will also explain how to compute probabilities from market option prices, and discuss applications to proprietary trading and simple exotic options.

Exercises, practical examples and case studies will help delegates understand and retain the knowledge to be applied back at work.

  • Date:
  • Please contact us
  • Venue:
  • Central London
  • Fee:

  • You might be eligible for preferential rates. Please contact us to check if your company is a member of the LFS Global Client Programme.

This course is also available in New York and Hong Kong

Who The Course is For

Beginners in equity derivatives, buy-side equity professionals, sell side junior salespeople, brokers, middle and back office, legal and IT professionals. The course will cover details of market practices and conventions, so it is suited to derivatives professionals from other asset classes considering expanding into equity derivatives.

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Prior Knowledge

The first day requires only very basic financial maths including present value of money and the exponential. From the second day, knowledge of calculus (derivatives and integrals) and basic statistics (average, variance, standard deviation) is necessary. Having some Excel experience will enable the attendants to benefit fully from the workshops and exercises.

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