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.
Master options pricing methods including Black-Scholes, binomial trees, and Monte Carlo simulation, with focus on Greeks and volatility modeling.
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.
Instructors:
English
Arabic, German, English, 9 more
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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
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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
Instructor
NYIF Instructor Specializing in Portfolio Risk Management and Derivatives
Jack Farmer is an instructor at the New York Institute of Finance (NYIF), where he specializes in training and consulting solutions for portfolio risk management, foreign exchange (FX) and interest rate derivatives, equity index and volatility trading, as well as financial statement analysis and hedge accounting. He holds a BS in Engineering and an MBA in Finance and Accounting from Tulane University, and is currently pursuing a PhD in Finance from the University of Texas at Austin. Jack's extensive expertise enables him to effectively educate students on complex financial concepts and risk management strategies.
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