Finance & Banking · Quantitative Finance

DerivEdge: Options, Futures & Derivatives Trading Floor

Simulation placing participants as derivatives trading desk managers at a London investment bank, navigating options pricing, portfolio Greeks management, hedging strategies, volatility events, and regulatory constraints over five decision rounds spanning one trading quarter.

5 rounds Executive English, Español

Preview

Who it is for

An advanced simulation for participants used to working with the main frameworks and trade-offs of the subject, designed for executive education and experienced professionals.

How a session runs

  1. The instructor creates a session from the Eureka dashboard and invites the participants.
  2. Participants play 5 rounds. In each one they submit their decisions and the simulation calculates the results. The first round opens with: Market-Making Basics.
  3. The simulation can be run in English, Español.
  4. The instructor follows each participant's progress and results from the dashboard, and uses the class results for the debrief.

Decisions participants make

The decisions participants make during the simulation:

  • Bid-Ask Spread (bps)
  • Hedge Strategy
  • Hedge Notional (€k)
  • Rehedging Frequency
  • Proprietary Vol Bet (€k Vega)

What participants track

What participants follow on screen as the rounds go by:

  • Portfolio Greeks

Subjects covered

Designed for courses in Quantitative Finance.

  • Derivatives: Options, Futures, Forwards & Swaps
  • Options Pricing (Black-Scholes-Merton)
  • Hedging Strategies & Risk Transfer

Ready to use DerivEdge: Options, Futures & Derivatives Trading Floor with your students?

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