Factors That Impact an Option's Value - Online

Various mathematical techniques can be used to determine the appropriate price of an option given a set of prevailing market factors. This module begins with a discussion of put-call parity, which will show you the relationship between the prices of puts and calls. Then, it will look at a simple option-pricing model based on the concept of expected values. Finally, it will introduce single- and multi-period binomial lattice models.

This course replicates the content from lesson 4 of the course Options - Online

This is an asynchronous eLearning course that can be accessed 24/7 from any internet enabled computer. Subscription period for this course is 90 days.

Available TodayOnlineUSD$60.00
Instructional Method:
Self-Study
Level: Intermediate

CPE CREDITS
1
Floor and compliance personnel, trade support staff seeking advancement, marketing staff and individual investors.
Students will be able to:
  • Identify the concept of put-call parity
  • Describe the expected value pricing model and its uses
  • Recognize the use of the binomial lattice model for option pricing
  • Identify factors that impact option price
  • Define volatility as it relates to the price of the underlying security
"The content of the training was useful and very clear."
  • Forwards & Futures - Online
  • Risk Management Using Derivatives - Online
  • Swaps - Online
  • Credit Derivatives - Online
  • Options Markets I
    • Factors That Impact an Option's Value
    Topics covered include:
    • Put–call parity
    • Expected value model
    • Single- and multi-period binomial lattice models
    • Factors that determine the value of options
    Duration: 1 hour

                                Powered by NYIF