Black-Scholes Model for Option Valuation : Excel Based

Learn Black+Scholes Model of Option Pricing from a Chartered Accountant
3.86 (18 reviews)
Udemy
platform
English
language
Financial Modeling & Ana
category
Black-Scholes Model for Option Valuation : Excel Based
98
students
1.5 hours
content
Jul 2021
last update
$29.99
regular price

Why take this course?

🧾 Master the Black-Scholes Model for Option Valuation with Excel

🚀 Course Headline: Unlock the Secrets of Option Pricing with CA. Pradip Kumar Ghosh's Excel-Based Black-Scholes Model Course!

🔥 About the Course: Dive deep into the world of financial modeling with our comprehensive course on the Black-Scholes-Merton Model, a Nobel Prize-winning framework for option valuation. Led by CA. Pradip Kumar Ghosh, a Chartered Accountant with extensive experience in financial analysis and modeling, this course is tailored to equip you with the knowledge and skills to price European options using Excel.

Key Features of the Course:

  • Theoretical Grounding: Begin with an understanding of the theoretical underpinnings of the Black-Scholes Model.
  • European vs American Options: Learn the difference between European and American stock options, crucial for accurate option valuation.
  • Excel Mastery: Gain proficiency in Excel functions NORMSDIST(), EXP(), LN(), and their counterpart NORM.S.DIST().
  • Model Components: Explore the variables that affect option pricing: Option Expiry Date, Option Valuation Date, Underlying Price, Exercise Price, Time to Maturity, Risk Free Rate of Interest, Dividend Yield, and Volatility.
  • Step-by-Step Model Development: Watch as CA. Pradip Kumar Ghosh develops the valuation model for both PUT and Call European options, with a clear explanation of each input and its role in the formula.
  • Real-World Application: Download and use the fully functional Excel spreadsheet model that works across all versions from 2007 to the latest, without any user-defined functions or macros.
  • Expert Support: Benefit from CA. Pradip Kumar Ghosh's expert guidance through Udemy, with a commitment to answer your queries within 48 hours.

📊 The Black-Scholes-Merton Model Explained:

  • A powerful model for valuing European call and put options based on five key variables.
  • Assumes stock prices follow a log normal distribution, with the underlying stock price being the cornerstone of the model.
  • Exclusively used for European options due to its assumption about option exercise, which can only occur at expiration.

📈 Excel Functions in Action:

  • NORMSDIST() or NORM.S.DIST(): Determine the probability distribution that impacts a significant portion of the option price.
  • Exp() and LN(): Calculate the exponential and natural logarithms, essential for understanding the behavior of stock prices in a random walk framework.

🎉 What You Will Achieve:

  • A fully functional Excel model for valuing European options, ready to use for your investment decisions.
  • A clear understanding of the Black-Scholes-Merton Model and its application in real-world scenarios.
  • The confidence to analyze and price options based on historical and current market conditions.

🎓 Your Journey with This Course: By following each lesson sequentially, you'll build a robust understanding of the Black-Scholes-Merton Model. This course is designed to give you hands-on experience, from conceptual learning to practical application. You're not just watching someone else do the work; you're actively engaging with the material and applying it to real-life scenarios.

Embark on this financial modeling journey today and transform your understanding of option pricing! 🌟

Course Gallery

Black-Scholes Model for Option Valuation : Excel Based – Screenshot 1
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Screenshot 4Black-Scholes Model for Option Valuation : Excel Based

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3874964
udemy ID
25/02/2021
course created date
17/08/2021
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