Analysing warrants II - Workshop 2016

This program aims to provide the participants with the more advanced knowledge in understanding warrants. It is a sequel to Analysing Warrants I. It discusses different warrant pricing models and how to use the warrant price calculator. It examines the difference between historical volatility and implied volatility. It interprets the different risk parameters used to show the different types of risks associated with warrant trading. It illustrates how to show the profit and loss on a warrant position with a diagram. Last but not least, it discusses the possible investment strategies with the use of warrants.

The program outline will include:
• Warrant pricing model
• Warrant price calculator
• Historical volatility and implied volatility
• Risk parameters
• Profit and loss diagram
• Investment strategies with warrants

Language: Cantonese supplemented with English

Learning objectives

The learning outcomes of the program include:
• Understanding the pricing model of warrants
• Examine the historical volatility and implied volatility
• Gain insights on possible investment strategies with the use of warrants.
• Hear insights from the following subject matter expert:

Dr. M. K. Lai
Dr. M. K. Lai is the Principal Consultant of Executive Training and Management Consultancy Company Limited.  Since 2000, he has been offering professional consulting services and quality training programs to many financial institutions, business firms, professional bodies and academic organizations.  He obtained a doctorate in finance at the London Business School.  He is a CFA charter holder and a Certified International Investment Analyst (CIIA).  He has published a number of professional books and articles.

Audience

This program is suitable for accountants, auditors, finance professionals and anyone who is interested in enhancing their understanding of warrants.

3 hours

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