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Pricing Options with Mathematical Models
Master advanced mathematical techniques for options pricing and derivatives, including Black-Scholes-Merton model and stochastic calculus.
Course Cost
₹ 2,699
Intermediate
Skill Level
64 Hours
Self-paced lessons
This comprehensive course provides an in-depth exploration of options pricing and financial derivatives. Students learn both discrete-time binomial tree models and continuous-time Brownian Motion models, with emphasis on the Black-Scholes-Merton pricing framework. The curriculum covers stochastic calculus, partial differential equations, and probabilistic approaches to financial modeling. Through rigorous mathematical analysis and practical applications, participants develop advanced skills in derivatives pricing and risk management.
11,696 Enrolled
English
What you'll learn
Master options pricing mathematics
Understand Black-Scholes-Merton model
Apply stochastic calculus to finance
Analyze derivatives and risk management
Develop fixed income pricing models
Implement hedging strategies
Skills you'll gain
This course includes:
841 Minutes PreRecorded video
22 assignments
Access on Mobile, Tablet, Desktop
Batch access
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Get a Completion Certificate
Share your certificate with prospective employers and your professional network on LinkedIn.
CREATED BY
PROVIDED BY
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There are 12 modules in this course
This advanced course covers the mathematical foundations of options pricing and derivatives through twelve comprehensive modules. The curriculum progresses from basic concepts to sophisticated models, including Black-Scholes-Merton, stochastic volatility, and fixed income derivatives. Students learn both theoretical frameworks and practical applications, with emphasis on mathematical rigor and market understanding.
Unit 0: Pre-course
Module 1 · 2 Hours to complete
Unit 1. Stocks, Bonds, Derivatives
Module 2 · 6 Hours to complete
Unit 2. Interest Rates, Forward Rates, Bond Yields
Module 3 · 5 Hours to complete
Unit 3. No-Arbitrage Pricing Relations
Module 4 · 7 Hours to complete
Unit 4: Pricing in Discrete Time Models
Module 5 · 6 Hours to complete
Unit 5. Brownian Motion and Ito Calculus
Module 6 · 7 Hours to complete
Unit 6. Pricing in Black-Scholes-Merton model
Module 7 · 7 Hours to complete
Unit 7. Extensions of Black-Scholes-Merton
Module 8 · 6 Hours to complete
Unit 8. Hedging
Module 9 · 7 Hours to complete
Unit 9. Beyond Black-Scholes-Merton
Module 10 · 1 Hours to complete
Unit 10. Pricing in Fixed Income Markets
Module 11 · 7 Hours to complete
Final Exam
Module 12 · 3 Hours to complete
Fee Structure
Payment options
Financial Aid
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Faculties
These are the expert instructors who will be teaching you throughout the course. With a wealth of knowledge and real-world experience, they're here to guide, inspire, and support you every step of the way. Get to know the people who will help you reach your learning goals and make the most of your journey.
Frequently asked Questions
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