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所在平台: Udemy |
课程主页: https://www.udemy.com/course/options-dynamics/
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课程名称：期权 - 机制与基础理论 课程概述：本课程介绍了期权定价机制的基础知识，为构建复杂的期权策略奠定了以简单价差策略为基础的框架。课程解释了影响期权溢价的各种期权希腊字母的行为，详细阐述了在部署这些价差时必须考虑的多种风险因素，如标的资产的波动性、到期时间以及期权的“在价内”状态，以使整体策略更适应当前市场条件。此外，本课程还讨论了用于定价各种衍生品的著名布莱克-舒尔斯-梅顿模型和二项模型背后的基础数学概念。该课程采取定性与定量相结合的方法，确保重要的数学概念不会被忽视，同时确保内容易于理解。 课程内容包括11个讲座，分为两个部分： 1. 期权定义 2. 期权的“在价内”状态 3. 期权风险特征 4. 期权价差 5. 跨式策略 6. 韦纳过程 7. 股票价格过程 8. 伊藤引理 9. 股票收益的对数正态属性 10. 布莱克-舒尔斯-梅顿模型 11. 二项模型 团队介绍：本课程由具有超过十年培训经验的量化分析师和教育专家设计，他们曾与多家对冲基金、投资银行及顶尖学术金融机构合作，为广泛的专业人士提供优质的金融教育，以帮助潜在的学习者获得所需的知识和技能。
Course outlines the basics of options pricing mechanism. It outlays the framework for building the sophisticated option strategies by laying the foundation of vanilla spreads strategies. It explains the behaviour of various option greeks influencing the premium of an option. Course also elaborates on impact of various risk factors like underlying volatility, time to expiry and money-ness of an option that must be considered while deploying these spreads which makes the overall strategy more conducive to the prevailing market conditions. This course further talks about the underlying mathematical concepts behind famous Black-Scholes-Merton formalism and Binomial Model used for pricing these range of derivatives. Course takes a mix of qualitative and quantitative approach such that rigorous and important mathematical concepts doesn't get excluded and at the same time subject remains easy to grasp. Course consists of 11 lectures spread across two sections:-1. Options Defined2. Money-ness of an Option3. Options Risk Profile4. Option Spreads5. Straddles6. Weiner Process7. Process for Stock Price8. Ito's Lemma9. Lognormal Property of Stock Returns10. Black-Scholes-Merton Model11. Binomial ModelEarth Team: This course is designed by the Quants and Educational experts who have more than decade of experience in providing training to wide spectrum of professionals. Team has worked with various hedge funds, investment banks and elite academic financial institutions to bring a quality financial education to all the potential aspirers. ------------------------------------------------------------------------------------------------------------------------------------
