Black Scholes Option Pricing Model
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Black Scholes Option Pricing Model

Valuation of Call Option and Put Option
4.0 (4 ratings)
Instead of using a simple lifetime average, Udemy calculates a course's star rating by considering a number of different factors such as the number of ratings, the age of ratings, and the likelihood of fraudulent ratings.
6 students enrolled
Created by Jahanzeb B.
Last updated 5/2017
English
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Current price: $10 Original price: $20 Discount: 50% off
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Includes:
  • 1 hour on-demand video
  • Full lifetime access
  • Access on mobile and TV
  • Certificate of Completion
What Will I Learn?
  • Advance your knowledge further on derivatives, especially you will able to explain basics behind call and put options and how their value can be computed with Black Scholes Option Pricing Model. After completing the course, you will able to explain Real Options and how you evaluate their value using Black Scholes Option Pricing Model.
View Curriculum
Requirements
  • Basic finance and accounting knowledge.
Description

Do you want to learn about basics of Call & Put options and how their value derived?

Are you a student or young professional ! If yes, then you have landed on right platform.

Black Scholes Option Pricing Model is one of the most famous formula, leading it`s inventors to Nobel Price in Economic Science.

Model was designed to derive the value of derivatives, however model can be used to derive the value of real options as well.

Topic will allow you to understand about Options and their valuation.Explaining of effect on value of option when change take place in even in single variable of model. Split and define options value into two components. Discussion on Greeks, Delta Hedge and Valuation of real options using Black Scholes Option Pricing Model.

Who is the target audience?
  • This course is primarily aimed at Business and Finance/Accounting students who want to learn about Call and Put Options.
  • Individuals having general interest in learning of Basics of Call and Put Options.
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Curriculum For This Course
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Start Here
10 Lectures 56:47

This lecture will cover definition of Financial Asset and Liabilities with basic examples. Derivative and derivative products available in market against underlying assets.

Preview 04:42

Intro to options  and available options styles in market with their characteristics.Definition of Call Option, why Call Option is used for and how Call option is in the money or worthless to exercise

Preview 08:10

Intro to Put Option and use of Put Option. Explain with example, when Put Option is in money or become worthless.

Preview 06:30

Define Black Scholes Option Pricing Model with their variables of formula.Define Put Call Parity relationship and assumption used in Black Scholes Option Pricing Model.

Black Scholes Option Pricing Model
04:59

How to compute both Probability Factors of Black Scholes Model by using Normal Distribution Table.

Compute N(D1) and N(D2) by Using Normal Distribution Table
03:56

Illustration on how to derive value of call option and put option with black scholes option pricing model and put call parity respectively.

7. Example - How to derive value of call and put options
06:22

Interpretation of derived value of Call and Put Options.

Value of Option representing time value of money or intrinsic value
04:14

Explain effects on final value of Call and Put Option, when change in single variable.

Effects on Options, when change in BSOP variables
08:00

Famous five Greeks of Black Scholes Option Pricing Model and Delta Hedge.

Greeks of Black Scholes Option Pricing Model
05:16

Basics of Real Options and Real Options valuation by using Black Scholes Option Pricing Model.

Real Options
04:38
About the Instructor
Jahanzeb B.
4.4 Average rating
8 Reviews
576 Students
2 Courses
Finance Professional

Jahanzeb is a finance professional, with diversified experience in accounting functions. He has contributed in management of diversified projects and a freelancer. 

He is enthusiastic about endeavor, enjoy learning about new techniques, and possess natural ability to inspire pupils with distinctive needs.Apart from field he loves music (ACDC, Guns&Roses etc),newbie in harmonica playing, sports activities and exploring natural landscapes. 

He believe his excellent communication skills will allow him to provide individual support and positive forward thinking through published courses.