"Options Essentials - Theoretical Foundation" is a comprehensive video course designed for traders, financial analysts, and quantitative professionals seeking to deepen their understanding of option pricing and risk management. This course provides a rigorous examination of the Black-Scholes model, option Greeks, and their practical applications in trading and risk management.

 

Key features of the course include:

 

In-depth coverage of the Black-Scholes model, its assumptions, and limitations

Detailed exploration of option Greeks, including delta, gamma, theta, vega, and rho

Advanced topics such as higher-order Greeks and volatility-related sensitivities

Practical applications in option pricing, trading strategies, and risk management

Mathematical and statistical foundations necessary for understanding option behavior

Advanced concepts including volatility modeling, Monte Carlo simulation, and model calibration

By the end of this course, participants will have a solid grasp of the mathematical, logical, and practical aspects of option trading based on the Black-Scholes framework. They will be equipped to analyze option behavior, develop sophisticated trading strategies, and manage risk effectively in various market conditions.