Quantitative Finance: Options Pricing

Quantitative Finance: Options Pricing
The course provides participants with information about options pricing. Concepts such as hedging strategy, no arbitrage, market completeness and their relation with options pricing are also covered in the course. The price and sensitivities of Plain Vanilla options valuation is demonstrated in Black-Scholes and Cox-Ross-Rubinstein models.
Duration
hours
Course type
Online
Language
English
Duration
hours
Location
Online
Language
English
Code
FSR-2
Training for 7-8 or more people? Customize trainings for your specific needs
Quantitative Finance: Options Pricing
Location
Online
Language
English
Code
FSR-2
€ ... *
Training for 7-8 or more people? Customize trainings for your specific needs

Description

The course provides participants with information about options pricing. Concepts such as hedging strategy, no arbitrage, market completeness and their relation with options pricing are also covered in the course. The price and sensitivities of Plain Vanilla options valuation is demonstrated in Black-Scholes and Cox-Ross-Rubinstein models.
certificate
After completing the course, a certificate
is issued on the Luxoft Training form

Objectives

Help participants understand the fundamental principles of options pricing with theory and applications.

Target Audience

Business and functional analysts, QA specialists, developers, architects and project managers.

Roadmap

  • Options pricing;
  • Sensitivities calculation;
  • Hedging strategy;
  • Arbitrage;
  • Market completeness;
  • Put-Call Parity;
  • Cox-Ross-Rubinstein model;
  • Black-Scholes model.
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