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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
Duration : 7 Hours
Module 1: The Basics
Module 2: Option Contracts
Module 3: Participants and Strategies
Module 4: Option Pricing
Module 5: Review
Review Quiz
Duration : 6 Hours
Module 1: Greeks
Module 2: American Options
Module 3: Volatility
Review Quiz
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
