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Options Markets: Online
Develop a comprehensive, practical understanding of options including market conventions, contract specifications, valuation, trading strategies, and the regulation of markets
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Duration : 7 Hours
Module 1: The Basics
Module 2: Option Contracts
Module 3: Participants and Strategies
Module 4: Option Pricing
Module 5: Review
Duration : 6 Hours
Module 1: Greeks
Module 2: American Options
Module 3: Volatility
BY THE END OF THIS COURSE, YOU WILL BE ABLE TO:
- Provide the foundation of handling cash flows and implied forward rates from no-arbitrage.
- Define the payoffs of vanilla calls and puts, and the six factors affecting their pricing.
- Identify market participants and illustrate the option strategies they use.
- Derive vanilla option prices using binomial trees, Black Scholes, and Monte Carlo simulations.
- Provide intuition both in the Black Scholes partial differential equation and the formula.
- Define and discuss the Greek sensitivities of the option price to underlying variables.
- Price European and American options, and compare their methods and values.
- Identify weaknesses within the assumptions of Black Sholes, particularly constant volatility.
- To implement and price the Heston model to address the limitation of constant volatility.
- To define the volatility smile, and illustrate how the output from the Heston Model can replicate it.
Asset managers, fund managers, risk managers, treasury analysts, regulators, auditors, controllers and financial journalists