Corporate Finance Institute – Pricing Options and Option Sensitivities

Learn the inner workings of three option pricing models and various option Greeks.

• Identify the drivers and key inputs required for different option pricing models
• Use Excel to estimate an option value using multiple option pricing models
• Calculate the option price given changes in factors such as volatility, price of the underlying asset, and time

In this course, we focus on valuing options using three pricing models: Black-Scholes, binomial, and the Monte Carlo simulation. Starting with the Black-Scholes model, we break it down and simplify the complex formula to ensure each and every component is understood. We then move on to learning the fundamentals of the one-step binomial model before progressing to additional steps. Finally, we look at the Monte Carlo simulation and show how it can be created in Excel. Our last module in the course focuses on option Greeks, which measure the sensitivity of an option price relative to a change in different variables.

This course is great for anyone interested in enhancing their understanding of derivatives and may be deciding to work in a role where the knowledge of options is expected or appreciated.

What You’ll Learn In Pricing Options and Option Sensitivities?

• Identify the drivers and key inputs required for different option pricing models
• Use Excel to estimate an option value using multiple option pricing models
• Explain the Greeks and interpret the different values of each
• Calculate the option price given changes in factors such as volatility, price of the underlying asset, and time

Sale Page: Corporate Finance Institute – Pricing Options and Option Sensitivities

When will I receive my course?

You will receive a link to download your course immediately or within 1 to 21 days. It depends on the product you buy, so please read the short description of the product carefully before making a purchase.

How is my course delivered?

We share courses through Google Drive, so once your order is complete, you'll receive an invitation to view the course in your email.

To avoid any delay in delivery, please provide an Gmail and enter your email address correctly in the Checkout Page.

In case you submit a wrong email address, please contact us to resend the course to the correct email.

How do I check status of my order?

Please log in to MMOCourse account then go to Order Page. You will find all your orders includes number, date, status and total price.

If the status is Processing: Your course is being uploaded. Please be patient and wait for us to complete your order. If your order has multiple courses and one of them has not been updated with the download link, the status of the order is also Processing.

If the status is Completed: Your course is ready for immediate download. Click "VIEW" to view details and download the course.

Where can I find my course?

Once your order is complete, a link to download the course will automatically be sent to your email.

You can also get the download link by logging into your MMOCourse.org account then going to Downloads Page.