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Course: Option Pricing - Self paced e-learning course - 6-month access |
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1 Sep -
31 Dec
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Course Description
Definitions and Terminology
The Pricing Components
Volatility Calculation
Using the Black-Scholes Models
Alternative Option Pricing Models
- Black 76
- Garman Kohlhagen
- American Style Options
Pricing Interest Rate Options
Risk Key Figures |
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Course Objective
The objective of this course is to give you a basic understanding of the pricing principles of both European and American style options on different underlaying assets line bonds, FX rates and interest rate options.
You will be introduced to risk key figures and the methodology of calculating volatility. |
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Course Prerequisites
A basic understanding of option terminology |
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Course Level
Intermediate/Advanced |
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The course is relevant for:
Persons who need a deeper understanding of the theoretical and practical issues of option pricing |
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Speakers
Ingen/none
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Language
English |
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Location
Distance Learning |
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Course fee
6 months' access to the "Option Pricing" e-learning course: DKK 1,495 (EUR 195) exclusive of VAT.
You may register for this course at any time. On reciept of your payment we will send you an e-mail with your personal username and password. |
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