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Greeks, American Options and Volatility
Master options pricing methods including Black-Scholes, binomial trees, and Monte Carlo simulation, with focus on Greeks and volatility modeling.
Course Cost
₹ 20,913
Beginner
Skill Level
3 Weeks
Self-paced lessons
This comprehensive course explores three major methods for options pricing: Black-Scholes formula for European options, binomial trees for American options, and Monte Carlo simulation. Students learn about Greek sensitivities, volatility smile analysis, and the Heston Model for non-constant volatility. The course includes practical implementations with sample code and focuses on real-world applications in derivatives markets.
English
What you'll learn
Master Greek sensitivities and their role in options pricing
Understand and compare European and American options pricing methods
Analyze the limitations of Black-Scholes model regarding constant volatility
Implement the Heston model for advanced volatility analysis
Master volatility smile analysis and market applications
Skills you'll gain
This course includes:
PreRecorded video
Graded assignments, Exams
Access on Mobile, Tablet, Desktop
Limited Access access
Shareable certificate
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There are 3 modules in this course
This comprehensive course covers advanced topics in options pricing and volatility modeling. Students learn three primary pricing methods: Black-Scholes formula, binomial trees for American options, and Monte Carlo simulation. The curriculum explores Greek sensitivities, volatility smile analysis, and the Heston Model for non-constant volatility. Practical applications include implementation of pricing models and analysis of real-world derivatives markets.
Greeks
Module 1
American Options
Module 2
Volatility
Module 3
Fee Structure
Payment options
Financial Aid
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Faculties
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4.6
200
Reviews
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Students
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Frequently asked Questions
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