As a first step in learning about Derivatives Pricing we begin by familiarizing ourselves with the related terminology. The following courses will help you grasp and get comfortable with the key concepts behind the derivatives language.
- Derivatives Crash Course for Dummies
- Derivative Pricing Equation Reference
- Derivative Products
- Advance Derivatives Crash Course
Before advancing to more complex aspects of derivatives pricing you may now like to test the basic knowledge that you have now acquired using our on-line assessment tool:
- Derivative Products Test yourself with a quiz – basic quiz one
- Derivative Products Test yourself with a quiz – basic quiz two
- Derivative Products Test yourself with a quiz -basic quiz three
Now on to derivative pricing…
We start off with developing a better understanding of the Black Scholes equation before moving to pricing with Binomial trees and Monte Carlo Simulation. Pricing means determining the present value of the expected value of instrument on the valuation date. For this purpose therefore we also review interest rate modeling. These topics are covered in the following courses:
- Understanding N(d1) and N(d2)
- Building Monte Carlo Simulators in Excel
- Option Pricing with Binomial Trees in Excel Spreadsheets
- Interest Rate Simulation Crash Course
We then move on to pricing specific derivative instruments:
Of the courses mentioned above, on-line video derivative courses (view only and downloadable versions) on the following subjects are available for sale at our Finance Course Store:
The following derivative courses are also available for sale in pdf (non-print and print versions) formats at our Finance Course Store:
- Derivatives Terminology Crash Course
- Derivative Products
- Derivatives Pricing- Binomial Trees- The Efficient Approach
- Pricing IRS –Term Structures
- Pricing IRS- IRS & CCS
- Pricing Interest Rate Options
- How to construct a Black Derman Toy Model in EXCEL
- How to utilize results of a Black Derman Toy Model
- Interest Rate Simulation Crash Course
Excel examples of certain derivative pricing concepts are also available for sale at our Finance Course Store:
- Derivative Pricing – Binomial Trees
- Pricing IRS – Module I – Term Structures
- Pricing IRS – Module II – IRS and CCS
- Pricing Interest Rate Options – Module III
- Monte Carlo Simulation – Commodity
- Monte Carlo Simulation – Currency
- Monte Carlo Simulation – Equity
- Valuing Options – Black Scholes
- Valuing Options – Binomial Tree – Traditional Approach
- Calibration of CIR Model Example
- Black Derman Toy Model Construction
- How to utilize results of a Black Derman Toy Model
- Heath Jarrow Merton – HJM 3 – Factor Interest Rate Model
- Principal Component Analysis – PCA – US Treasury Yield Rates
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