Learning Platform - "Trade Compliance & Surveillance"

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.