(EnergyAsia, March 31, Monday) — ‘Fundamentals of Energy Options’, a workshop offered by the Oxford Princeton Programme, will be held in London on April 8 and Singapore on April 15.
This full-day workshop which includes a trading simulation and a comprehensive review of the course, will cover premium valuation to advanced trading strategies on exchange traded options and energy commodities such as oil, gas and electricity.
Topics covered include characteristics and profit and loss profiles of calls and puts, ‘anatomy’ of an option, option ‘holder’ versus option writer, the different styles of options (American and European), intrinsic and extrinsic value calculations, ‘Black-Scholes’ options pricing model, importance of historical and implied volatility, characteristics of premiums, the ‘Wasting Asset Theory’ and definitions of delta, gamma, vega and theta.
As part of Oxford Princeton’s blended learning package, PrincetonLive.com’s ‘Options Always Die’ is recommended as a pre-classroom study. Delegates are advised to take the appropriate online study as close to the classroom date as possible to optimise the classroom experience.
This class is recommended for trade support staff, senior management, professionals who require the basics on futures terminology and trading and, as a refresher course for those who would like to sharpen their skills on futures terminology and trading. This programme will cover the different energy commodities which include oil, gas and electricity.
Participants are required to complete Princeton Energy Programme’s ‘Fundamentals of Energy Futures’ before enrolling for ‘Fundamentals of Energy Options’.
For more information on this course and other courses offered, please contact Admin@EnergyAsia.com.