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Understanding Options - Pricing


Participants will gain an understanding of how various option pricing models work and will develop an understanding of the factors that determine the price of an option. Participants will be guided through the Binomial and Black-Scholes models with a strong emphasis on achieving a level of comfort with the determinants of an option price.

With a strong emphasis on worked examples this workshop will cover

  • factors determining the value of an option
  • valuing an option using a binomial tree
  • the Black-Scholes formula
  • understanding volatility
  • put-call parity

The Understanding Options - Pricing workshop is an AFMA (Australian Financial Markets Association) workshop presented in Australia by Alex Palfi of Tykoh Training. Click here for more details or to register.

Resources

Click here to download a spreadsheet on this topic given to participants at the conclusion of the workshop.