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Individual courses are not for sale, so acquire access to the Course package: Derivative Contracts of which this course is a sub-set.

Learning Platform

Course: Options – Valuation Models

About the online training programme

This course provides learners a perfect overview of the pricing or valuation of options or option positions. Different models are covered and their features are compared to the characteristics of other models. Meanwhile attention is given to price volatility as it is crucially important for the option premium.

Course contents

This course covers the following videos:

  1. Introduction
  2. Volatility – Skew
  3. Volatility – Smile
  4. Volatility – Kurtosis
  5. Binomial model – Introduction
  6. Binomial tree – Normal distribution
  7. Binomial tree – Skewed distribution
  8. Black & Scholes model – Introduction
  9. Black & Scholes model – Formulas
  10. Black & Scholes model – Limitations
  11. Black-76 model – Introduction
  12. Black-76 model – Formulas
  13. Monte Carlo simulations
  14. Application – Applicability
  15. Application – Comparison – Binomial model vs. Black & Scholes
  16. Application – Models for commodity options

This course also includes examination and certification.

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ENTRIMA has trained numerous professionals and certified thousands of learners, and counting

ENTRIMA’s Learning Platform provides access to a rich variety of courses which is really valuable for a life-long learner. You can access the content anytime and very easily, using your time wisely to study and grow.

Onest-Dan Gheorghisor
Sr. Expert Energy Trading & Risk Management B2B & B2C Sales OVM Petrom

Nice and user friendly learning platform. Even complicated topics become fun to learn.

Olga Yurkiv
Finance consultant at Dyco Trade

The online learning services are based on a comprehensive curriculum with a wide variety of theoretical basics combined with a profound business knowledge. The courses provide an in-depth understanding of business relevant processes.

Mario Claeys
CMEXS + Supervisory Board at European Commodity Clearing