Options – Part 6

Options – Part 6

概要

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.

宗旨

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

內容

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

詳情

活動編號
TEPDS18005801
地點
網上平台
語言
英文
級別
Advanced
課程時數
SFC:1.00, PWMA:1.00
費用
非會員: HK$470
機構會員員工: HK$310
所有會員: HK$310