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 module 5 of the course Options.
CPE Credits: 2
|Prerequisites||This course has no prerequisites.|
|Advance Preparation||No advance preparation required.|
|Recent Revision Date||May 21, 2015|
|Instructional Delivery Method||QAS Self Study|
|Field of Study||Specialized Knowledge and Applications|