Black Scholes Option Pricing Model

Black Scholes Option Pricing Model

Important Note: This topic is not on "options trading" in stock exchange.This is for education purpose, although many contents of this topic surely assist you in many ways. 

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.

Valuation of Call Option and Put Option

Url: View Details

What you will learn

• Black Scholes Option Pricing Model is one of the most famous formula, leading it`s inventors to Nobel Price in Economic Science
• Advance knowledge on derivatives, you will able to explain basic behind call and put options and how their value can be computed with Black Scholes Option Price
• Model was designed to derive the value of derivatives, however model can be used to derive the value of real options as well.

Rating: 3.4

Level: Beginner Level

Duration: 1 hour

Instructor: Jahanzeb Bashir