Options – Valuation Models

Derivatives — Markets & Trading

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.

Learning Platform

€ 1,490

Access to all 100+ courses & exams
Validity 12 months

Buy Access Now Free Trial

About our Learning Platform

With no time-to-market, any learner can buy a licence for 365 days access. Alike Netflix, we provide 24/7 access to all listed courses and exams. Self-study in own time and at own pace, with instant certification upon passing an exam. Access-to-all is provided upon the purchase of a learning licence, one for each learner. Discount for group. Observe our ultra-quick customer on-boarding.

Our Purpose

Entrima provides learning services for professionals in the commodity & energy markets.

Content & Context

Entrima’s mission is to transfer knowledge regarding the business, controls & operations of parties in (or relating to) the wholesale markets.

Conduct & Culture

Entrima mission is to facilitate the prevention & detection of misconduct and to foster proper behaviour in organisations. This is achieved via training, periodic updates and increased awareness.