About the online training programme

This course provides all fundamentals of non-vanilla (or exotic) options, including their specific characteristics and what they could be used for, as well as their pricing or valuation. This knowledge is also crucial for those who want to master modelling of flexibility in commodity or energy portfolios of physical players.

Course Contents

This course covers the following video lessons:

1. Introduction to exotic options
2. Features of exotic options
3. Exercise style – Asian style
4. Exercise style – Bermudan style
5. Exercise style – Canary style
6. Exercise style – Capped style
7. Exercise style – Compound option
8. Exercise style – Shout option
9. Exercise style – Swing option
10. Standard style – Different payoff – Introduction
11. Standard style – Different payoff – Cross option
12. Standard style – Different payoff – Quanto option
13. Standard style – Different payoff – Exchange option
14. Standard style – Different payoff – Basket option
15. Standard style – Different payoff – Rainbow option
16. Standard style – Different payoff – Low exercise price option (LEPO)
17. Path-dependent options – Introduction
18. Path-dependent options – Lookback option
19. Path-dependent options – Binary option
20. Path-dependent options – Asian option
21. Path-dependent options – Barrier option
22. Path-dependent options – Specific barrier options

Reviews

The course provided a good explanation.

Mohammed Abi Afthab Olikathodi
Analyst Energy Data & Scenarios at Eurelectric

The most positive element of the course were the short informative lectures.

Olga Lysytsyna
Senior Consultant at E-Star

Content was good.

Maria Kramer
Operational Risk Manager at Statkraft

It is very informative and well described. The subtitles help.

Mohammed Abi Afthab Olikathodi
Analyst Energy Data & Scenarios at Eurelectric

Good illustration.

Nataliia Trofimova
Internal Auditor at DTEK