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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The ENTRIMA Learning Platforms are also accessible on mobile devices. To do this, download the aNewSpring education app and open your ENTRIMA environment in it. This way you have access to the lessons and knowledge of the Learning Platforms anytime and anywhere.

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

What I like about the course is the information provided and the way it is provided. I find that the length of the videos is right, as it is not too long to watch. Also, thanks to that, when a video is not very clear to me, I watch it again, since I know that they are of short duration. Excellent material.

Ivan Fernando Jara Villalon
Commercial Analyst at Uniper

Really well structured and easy to follow content that is varied in delivery in order to keep the reader engaged. Looking forward to seeing more from the ENTRIMA in the future!

Erika Rabadia
Manager Trading Surveillance | Shell

Content was good.

Maria Kramer
Operational Risk Management at Statkraft