UsefulLinks
Business and Management
Finance and Accounting
Investments
Futures and Options Markets
1. Introduction to Derivative Markets
2. Futures Markets Fundamentals
3. Futures Trading Mechanics
4. Futures Pricing Theory
5. Hedging with Futures
6. Types of Futures Contracts
7. Options Markets Fundamentals
8. Option Valuation
9. Option Trading Strategies
10. Option Pricing Models
11. Option Sensitivities and Risk Management
12. Advanced Derivative Instruments
13. Risk Management in Derivatives
14. Regulatory Framework and Market Structure
10.
Option Pricing Models
10.1.
Binomial Option Pricing Model
10.1.1.
Single-Period Model
10.1.2.
Multi-Period Model
10.1.3.
Risk-Neutral Valuation
10.1.4.
Replicating Portfolio Approach
10.1.5.
American Option Pricing
10.2.
Black-Scholes-Merton Model
10.2.1.
Model Assumptions
10.2.2.
Theoretical Framework
10.2.3.
Formula Derivation
10.2.4.
Call Option Formula
10.2.5.
Put Option Formula
10.2.6.
Model Limitations
10.2.7.
Real-World Adjustments
10.3.
Alternative Pricing Models
10.3.1.
Monte Carlo Simulation
10.3.2.
Finite Difference Methods
10.3.3.
Jump Diffusion Models
10.3.4.
Stochastic Volatility Models
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9. Option Trading Strategies
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11. Option Sensitivities and Risk Management