In this course, we focus on valuing options using three pricing models: Black-Scholes, binomial, and the Monte Carlo simulation. Starting with the Black-Scholes model, we break it down and simplify the complex formula to ensure each and every component is understood. We then move on to learning the fundamentals of the one-step binomial model before progressing to additional steps. Finally, we look at the Monte Carlo simulation and show how it can be created in Excel. Our last module in the course focuses on option Greeks, which measure the sensitivity of an option price relative to a change in different variables.
Upon completing this course, you will be able to:
This course is great for anyone interested in enhancing their understanding of derivatives and may be deciding to work in a role where the knowledge of options is expected or appreciated.
Why stop here? Expand your skills and show your expertise with the professional certifications, specializations, and CPE credits you’re already on your way to earning.