Factors That Impact an Option's Value
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 module 4 of the course Options.
CPE Credits: 1
|This course has no prerequisites.
|No advance preparation required.
|Recent Revision Date
|May 21, 2015
|Instructional Delivery Method
|QAS Self Study
|Field of Study
|Specialized Knowledge and Applications