Pricing Options
This module will explore standard deviation and volatility in detail. Then how to use volatility to model options prices in a binomial model. Finally, how the binomial model actually converges with the famous Black-Scholes model for valuing options. This course replicates the content from module 5 of the course Options.
CPE Credits: 2
| Program Level | Intermediate |
| Prerequisites | This course has no prerequisites. |
| Advance Preparation | No advance preparation required. |
| Recent Revision Date | May 21, 2015 |
| Instructional Delivery Method | QAS Self Study |
| Field of Study | Specialized Knowledge and Applications |
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Duration : 2 hours
- Mean and standard deviation
- Historical vs. implied volatility
- Probability distribution functions
- Convergence of the Binomial Model with Black-Scholes
- Black-Scholes model
- American option pricing models