(EnergyAsia, April 1, Tuesday) — ‘Options Pricing and Applications’, a workshop offered by the Oxford Princeton Programme, will be held in Singapore on April 16.

As options are a growing part of energy hedging and speculating, understanding how they work allow traders to make better choices. Mastering the basics through this course, delegates will learn how to use the fast-changing markets to their advantage to achieve the most out of their option positions.

This full-day workshop will enable delegates to understand the dynamics of options and to practise these skills through Oxford Princeton’s unique trading simulation.

Topics covered include the impact of option deltas on profits and losses, effects of option gamma on price exposure, benefits and costs of time decay, market volatility and its effects, hedging techniques, combining options to create other options, characteristics of extrinsic (time) value, calculating option values, exercise styles and their impact, options on price spreads, and what pricing models do not measure.

As part of Oxford Princeton’s blended learning package, PrincetonLive.com’s ‘Hedging with Futures and Options’ 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 suitable for all levels from trade support staff to senior management. This programme will cover the different energy commodities.

For more information on this course and other courses offered, please contact Admin@EnergyAsia.com.