Dark site-logo
  • All Courses and Bundles
  • Blog
  • Contact Us
  • About Us
Login
  • All Courses and Bundles
  • Blog
  • Contact Us
  • About Us

Advanced Option Pricing

Instructor Image Erik Kobayashi-Solomon
11 Lessons
7 Student
AdvancedPaidร€ La CarteInstitutional Interest

Advanced Option Pricing

Instructor Image Erik Kobayashi-Solomon
11 Lessons
17 Quizzes
7 Student

Course Outline

This course digs into advanced topics in option pricing, especially on the two most important "Greeks" for positional investors - Delta and Gamma. These lessons are especially designed with professional investors in mind, but individual investors will also gain a lot by understanding how buy-side risk managers and sell-side traders view option risk. Download Syllabus
Course Goal: Understand nuances about pricing, probability, and how the institutional option market functions.
Lesson Breakdown:
Total Lesson Count: 8
General Interest Lessons: 8
Institutional Interest Lessons: 8
Lesson Format:
8 Video Lessons
1 Articles
8 Quiz Sections
Instructor: Erik Kobayashi-Solomon
Introduction

Download Video Transcript

After watching the introductory video here, please click on the link to the first lesson and follow the instructions there. Feel free to contact us if you have any questions or run into technical difficulties!

Lessons

Sample
Advanced Pricing Sample Lesson
- - -
Computational Pricing Models
2 Quizzes
  • Take-Aways: Computational Pricing Models
  • Comprehension Check: Computational Pricing Models
Introduction to The Greeks
2 Quizzes
  • Take-Aways: Introduction to the Greeks
  • Comprehension Check: Introduction to the Greeks
Delving into Delta Probabilities
3 Quizzes
  • Take-Aways: Delving into Delta Probabilities
  • Comprehension Check: Delving into Delta Probabilities
  • Case Study: Delving into Delta Probabilities
Delving into Delta Derivatives
2 Quizzes
  • Take-Aways: Delving into Delta Derivatives
  • Comprehension Check: Delving into Delta Derivatives
Advanced Pricing - Checking In
- - -
Delta Hedging and Gamma Risk
2 Quizzes
  • Take-Aways: Delta Hedging and Gamma Risk
  • Comprehension Check: Delta Hedging and Gamma Risk
Anatomy of an Institutional Option Transaction
2 Quizzes
  • Take-Aways: Anatomy of an Institutional Option Trade
  • Comprehension Check: Anatomy of an Institutional Option Trade
Institutional Option Case Study: Ackman and Target
2 Quizzes
  • Take-Aways: Ackman and Target
  • Comprehension Check: Ackman and Target
Rho, Vega, and Theta
2 Quizzes
  • Take-Aways: Rho, Vega, and Theta
  • Comprehension Check: Rho, Vega, and Theta
Advanced Pricing - Summing Up
- - -