Options – Part 6

Options – Part 6

Overview

This eCourse looks at how the Black-Scholes equation for a call option can be broken down into the option delta times the stock price and the present value of the exercise price. The replicating portfolio approach to determining the fair value of an option is also examined in detail.

Objective

On completion of this course, you will be able to:
- Identify the core elements of the Black-Scholes equation
- Recognize how the cost of replicating an option outcome can be used to determine the fair value of the option

Content

Option Valuation – Black-Scholes-Merton
Topic 1: The Black-Scholes Model & Merton Validation
Topic 2: Black-Scholes & The Replicating Portfolio

Details

Code
TEPDS18005801
Venue
ePlatform
Language
English
Level
Advanced
Hours
SFC:1.0, PWMA:1.0
Fees
All Member: HK$300
Staff of Corporate Member: HK$300
Non-Member: HK$450