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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.
This lecture will cover definition of Financial Asset and Liabilities with basic examples. Derivative and derivative products available in market against underlying assets.
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
Intro to Put Option and use of Put Option. Explain with example, when Put Option is in money or become worthless.
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.
How to compute both Probability Factors of Black Scholes Model by using Normal Distribution Table.
Illustration on how to derive value of call option and put option with black scholes option pricing model and put call parity respectively.
Interpretation of derived value of Call and Put Options.
Explain effects on final value of Call and Put Option, when change in single variable.
Famous five Greeks of Black Scholes Option Pricing Model and Delta Hedge.
Basics of Real Options and Real Options valuation by using Black Scholes Option Pricing Model.
Jahanzeb is a finance professional, with diversified experience in accounting functions. He has contributed in management of diversified projects and a freelancer.
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