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Options Markets - Introduction to Pricing, Exchanges, and Applications

Offered By: Yale University via YouTube

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Financial Markets Courses Risk Management Courses Derivatives Courses Portfolio Management Courses Black-Scholes Model Courses Stock Market Courses

Course Description

Overview

Explore the world of options markets in this comprehensive lecture from Yale University's Financial Markets course. Delve into the essential nonlinearity options introduce to portfolio management, understanding contracts between buyers and writers, exercise prices, and dates. Learn about options pricing based on underlying asset price, volatility, and contract duration. Discover the famous Black-Scholes options pricing model and its significance in finance. Examine the role of options and futures exchanges in creating liquid and transparent markets. Investigate options beyond stocks, including their importance in real estate. The lecture covers options vocabulary, historical context, standardization, put-call parity, pricing models, volatility considerations, and risk management applications in home prices.

Syllabus

- Chapter 1. Options Vocabulary and the 1720 Stock Market Crash
.
- Chapter 2. The Standardization and Logic of Options: Options Exchanges
.
- Chapter 3. The Put-Call Parity Relation
.
- Chapter 4. Pricing an Option: The Black-Scholes Formula
.
- Chapter 5. Accounting for Volatility in the Black-Scholes Formula
.
- Chapter 6. Options on Home Prices as Risk Management
.


Taught by

YaleCourses

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