All Option Pricing Posts

  1. Hedge effectiveness of vanilla options, TARF & participating forwards
  2. Volatility surface, deep out of the money options and lottery tickets.
  3. Building implied and local volatility surfaces in Excel tutorial – coming soon
  4. Risk Models, Option pricing & Bank Regulation training – 2013 guide
  5. War on Option Greeks – The weekend option pricing risk challenge
  6. The Option Pricing models 5 nights crash course
  7. Option Greeks – Theta time premiums for call options
  8. Option Greeks – Delta, Gamma, Vega, Theta & Rho.
  9. Simulation tools. Variance reduction techniques for option pricing models
  10. Black Scholes Model Probabilities. The difference between N(d1) and N(d2)
  11. Options Pricing Training: Interest Rate Options: Pricing Caps and Floors
  12. Forwards and Swaps: Interest Rates Models: Bootstrapping the Zero curve and Implied Forward curve
  13. Options, Forwards, Futures: Pricing Interest Rate Swaps
  14. Options Pricing Training: Binomial Trees
  15. Options and Futures Training: Basic Options Trading Strategies
  16. Derivatives Training: Options Pricing and Products reference
  17. Options and Derivatives Training: Introduction to Derivatives: Options, Futures, Forwards and Swaps
  18. Options pricing using Binomial trees – Building an efficient option pricing spreadsheet in Excel
  19. Options pricing – Using binomial trees to price options in a spreadsheet
  20. Derivative Pricing using Binomial Trees
  21. Small Business Finance: Teaching small business the language of credit and finance
  22. Pricing Interest Rate Swaps – Module II – IRS & CCS
  23. Pricing Interest Rate Swaps – Module I – Term Structures
  24. Online Finance – Interest Rate Swaps – Terminology, concepts, glossary
  25. Credit Derivatives – core concepts and glossary
  26. Online Finance – Option Terminology Glossary – Greeks, exotics and volatility
  27. Derivative Instruments – Terms, concepts, and Glossary, A-Z
  28. Derivative Pricing, Risk Management Pricing Equation Glossary
  29. Derivative Pricing – Interest Rate Swaps and Futures – Calculation reference
  30. Black’s Formula: Pricing Interest Rate Caps and Floors – Calculation reference
  31. Online Finance – Interest Rate Options – Caps & Floors – Advance topics
  32. Pricing Interest Rate Swaps – The valuation course
  33. Interest Rate Options – Pricing Caps & Floors
  34. Online Finance – Pricing Interest Rate Options – Cap Floor Parity
  35. Online Finance – Pricing a Cross Currency Swap – Amortizing and Indexed Term sheets
  36. Online Finance – Pricing a Cross Currency Swap – Floating for Floating structure
  37. Pricing Cross Currency Swaps
  38. Pricing Interest Rate Swaps – Pricing Basis Swap
  39. Pricing an Interest Rate Swap – Calculating the MTM of the Swap
  40. Pricing Interest Rate Swaps – Calculating the forward curve
  41. Pricing Interest Rate Swaps – Calculating the zero curve
  42. Pricing Interest Rate Swaps – Fixing the term structure
  43. Pricing Interest Rate Swaps – Process
  44. Pricing Interest Rate Swaps – What is a Swap?
  45. Pricing Interest Rate Swaps – More terminology
  46. Pricing Interest Rate Swaps – Terminology and Notation
  47. Trading options and derivatives – Strategy review
  48. Credit Derivatives – Introduction to product families
  49. Structured Products: Basic Products, sample term sheet and pricing
  50. Master Class: Derivative Products: Swaps
  51. Master Class: Derivative Products: Futures
  52. Derivative Products: Forwards
  53. Derivative products – Exotic Options
  54. Master Class: Derivative products: Options on rates
  55. Master Class: Derivative Products: Options on shares, stocks, currencies and equities
  56. Master Class: Derivative Products: Greeks and Binomial Trees
  57. Master Class: Derivative Products: Pricing Basics
  58. Master Class: Derivative Products: Vanilla products
  59. Master Class: Derivative Products: Review
  60. Master Class: Derivatives and Options Crash Course: Course Guide
  61. Master Class: Options and Derivatives Crash Course: Session Five: Synthetics
  62. Master Class: Options and Derivatives Crash Course: Session Three: Payoff profiles – Forwards
  63. Master Class: Options and Derivatives Crash Course: Session Two: Forward, Futures and Options
  64. Master Class: Options and derivatives crash course: Session One: Terminology