Overview
Options are among the most versatile instruments in the derivatives market. Unlike many other derivatives, such as forwards and futures, options allow holders to 'walk away' from their position if the underlying market moves against them. This course covers the concepts of option volatility and option valuation, along with pricing models and trading techniques for options. Option Greeks, the coefficients that explain how option values behave in relation to changes in market parameters and how to hedge some of the risks associated with options, are also described in detail. The course concludes with a detailed course on managing an option portfolio.
This value pack includes eight courses:
- Options - introduction to option valuation
- Options - future asset prices and volatility
- Options - replication, risk-neutrality and Black-Scholes
- Options - beyond Black-Scholes
- Options - Greeks (part I)
- Options - Greeks (part II)
- Options - trading strategies
- Options - managing an option portfolio
Click here for a full description of each course.
These courses form part of the Intuition short course suite.