May 1, 2024
3 minute read
Options pricing is a financial technique used to determine the fair value of an option, which is a contract that gives the buyer the right but not the obligation to buy or sell an underlying asset at a specified price on or before a certain date. The Black-Scholes model is a widely used mathematical formula for pricing options, developed by Fischer Black and Myron Scholes in 1973.
Why Learn Options Pricing?
There are several reasons why one might want to learn about options pricing:
-
Curiosity: Options pricing is a fascinating and complex topic that can be intellectually stimulating to learn about.
-
Academic Requirements: Options pricing may be a required or recommended course for students pursuing degrees in finance, economics, or mathematics.
-
Career Development: Knowledge of options pricing can be valuable for careers in finance, such as investment banking, trading, and risk management.
How Online Courses Can Help You Learn Options Pricing
q3vbbb|
Find a path to becoming a Options Pricing. Learn more at:
OpenCourser.com/topic/q3vbbb/options
Reading list
We've selected 12 books
that we think will supplement your
learning. Use these to
develop background knowledge, enrich your coursework, and gain a
deeper understanding of the topics covered in
Options Pricing.
Provides a comprehensive and up-to-date treatment of options, futures, and derivatives, making it a valuable resource for both students and practitioners.
Is written by Emanuel Derman, a renowned expert in options pricing, and provides a unique perspective on the subject.
This comprehensive textbook covers a wide range of topics in options, futures, and derivatives, providing a solid foundation for understanding the pricing and trading of these instruments.
Provides a comprehensive overview of pricing and hedging derivative securities, including options.
Offers a theoretical and practical approach to option pricing, covering a wide range of topics from the basics to advanced concepts.
Provides a rigorous mathematical treatment of financial derivatives, including options pricing.
Focuses specifically on option pricing and volatility, providing a detailed analysis of the Black-Scholes model and its applications.
Provides a rigorous mathematical foundation for options pricing, focusing on the binomial asset pricing model.
Provides a mathematical foundation for financial calculus, including applications to options pricing.
Provides a hands-on guide to using Excel for options pricing, making it accessible to a wider audience.
This handbook provides a comprehensive overview of fixed income securities, including a section on options on fixed income instruments.
Provides a clear and concise introduction to options, futures, and derivatives, suitable for beginners.
For more information about how these books relate to this course, visit:
OpenCourser.com/topic/q3vbbb/options