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.
  • Language English
  • format Online
duration
hours
location
Online
Language
English
Code
FSR-2
price
€ ... *
Available sessions

To be determined

Training for 7-8 or more people?
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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.
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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