Derivatives and Options Pricing
Mhamed Bettaieb Overview:
This webinar will delve into the advanced principles of derivatives and options pricing, exploring various models, methods, and their practical applications. Participants will learn about the theoretical underpinnings as well as the computational techniques used to price complex financial instruments. The session will include hands-on examples, case studies, and interactive discussions to ensure a thorough understanding of the material.
Why you should Attend:
In the fast-paced world of financial markets, the ability to accurately price derivatives and options can mean the difference between profit and loss. Mistakes in pricing can lead to significant financial risks and missed opportunities. By attending this webinar, you will gain critical insights into the latest pricing models and techniques, helping you make informed decisions and stay competitive in the industry.
Areas Covered in the Session:
- Fundamentals of Derivatives and Options
- Overview of Pricing Models (Black-Scholes, Binomial, Monte Carlo Simulations)
- Greeks and Sensitivity Analysis
- Implied Volatility and Volatility Surfaces
- Exotic Options and Their Pricing
- Arbitrage Opportunities and Pricing Inefficiencies
- Numerical Methods in Pricing
- Real-world Case Studies and Applications
Who Will Benefit:
- Financial Analysts
- Quantitative Analysts
- Traders and Investment Professionals
- Risk Managers
- Portfolio Managers
- Financial Consultants
Speaker Profile
Mhamed Bettaieb is an experienced capital markets and derivatives professional, possessing over 25 years of expertise in risk management, portfolio management, trading, and consulting. Holding an MSc in Finance, CFA, FRM, and NFA Series 3, Mhamed demonstrates proficiency in derivatives portfolios risk management algorithmic trading and dynamic hedging strategies.
As the Founder and CEO of Cap Bon Consulting, he has successfully led a myriad of regulatory initiatives e.g. Basel 2, 2.5, 3 and 3.5, CCAR, FRTB, SIMM, RWA (Market, Credit and Operational Risk including SA-CCR). and derivatives system implementations for top-tier global financial institutions, showcasing his extensive knowledge in derivatives system architecture and risk management.
Throughout his career, Mhamed has held prominent positions at esteemed organizations such as SocGen, BMO, Mizuho, Nomura, Credit Suisse, MFUG, Santander, NBC, KPMG, Accenture, Aegon, ABN AMRO Bank, Banque de Tunisie, and Barclays Capital, cultivating a robust international presence across major financial hubs, including NYC, Chicago, Toronto, Montreal, Tunis, London, and Madrid.
Mhamed is adept at program management, application architecture, and excels in client-facing engagements.
Mhamed's passion extends to teaching financial statistics and risk management at Rutgers Department of Statistics, where he engages Masters-level students. He is currently in the middle of writing a book about Options Pricing with Python with a UK publisher (the book is in the editing phase).