Pricing Options - Online

This module will explore standard deviation and volatility in detail. Then how to use volatility to model options prices in a binomial model. Finally, how the binomial model actually converges with the famous Black-Scholes model for valuing options.

This course replicates the content from lesson 5 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$120.00
Instructional Method:
Self-Study
Level: Intermediate

CPE CREDITS
2
Floor and compliance personnel, trade support staff seeking advancement, marketing staff and private investors.
Students will be able to:
  • Identify the role of standard deviation in calculating annual volatility
  • Describe the impact of the volatility of the underlying on the option premium
  • Identify the key factors affecting how options are priced
  • Recognize volatility indicators for using the Black-Scholes options pricing model
"I like the way the course is presented in a vivid way with pictures, which has made learning easier."
  • Forwards & Futures - Online
  • Risk Management Using Derivatives - Online
  • Credit Derivatives - Online
  • Swaps - Online
  • Options Markets II
    • Pricing Options
    Topics covered include:
    • Mean and standard deviation
    • Historical vs. implied volatility
    • Probability distribution functions
    • Convergence of the Binomial Model with Black-Scholes
    • Black-Scholes model
    • American option pricing models
    Duration: 2 hours

                                Duration: 1 hour