• Smaller Text
  • Larger Text
  • Print

Insight Series: Understanding Options - Pricing

This workshop is available via the following modes of delivery:

  • In-house training: Make an in-house training enquiry to have this course delivered at your organisation
  • Expression of interest: Let AFMA know that you are interested in attending a public workshop in your city

TITLE: Understanding Options - Pricing
CE: 3hrs
FEE: Member - $632.50 including GST
Non Member - $792.00 including GST
available via in-house or
expression of interest


This half-day workshop will give you an understanding of the underlying elements that affect option pricing and how the various option pricing models work. The workshop consists of practical examples to illustrate the theoretical concepts.  You should have some prior knowledge of puts, calls and standard payoff diagrams before attending this course. 

Who is it for?

This intermediate-level workshop will be of particular value and relevance if you are a front or middle office market practitioner seeking practical, applied continuing education directly relevant to your role. It may also be of use to senior technical/managerial market participants who would like to build a better understanding of pricing considerations in this market.

It is suggested that this workshop is taken in conjunction with the Understanding Options – Behaivour and Hedging workshop.

What will you learn?

By the end of this workshop, you will have gained an understanding of:

  • factors determining the value of an option
  • valuing an option using a Binomial tree
  • the Black-Scholes formula
  • understanding volatility
  • put-call parity.


Alex Palfi, Principal, Tykoh Group Pty Ltd

Alex Palfi is a Principal of Tykoh Group Pty Ltd – an Australian based training provider specialising in tailored one and two day workshops on technical finance and business topics.  Prior to setting up Tykoh Alex was a Division Director at Macquarie Group in Sydney. In that role he developed a range of finance workshops and presented those in Australia and at other international locations. Those workshops focused on financial modelling, valuation, derivatives, credit risk and Visual Basic programming.


Good content, good speed, excellent presentation.

This was very good. I found the practical elements of the workshop very useful.

Good pace, easy to understand and presented well.