Mathematical Option Pricing

🧮 Master Mathematical Option Pricing with Confidence! 🚀

Course Overview:

Discover the Secrets of Financial Derivatives!

Are you a maths enthusiast eager to dive into the world of Mathematical Option Pricing, or a professional in the banking or insurance sector looking to deepen your understanding? Look no further! Our comprehensive online course, "Mathematical Option Pricing" by Thomas Dacourt, is tailored exactly for individuals like you. 🌟

What You'll Learn:

• Essential Theories and Models: Grasp the fundamental concepts behind option pricing, from Black Scholes to Local Volatility, and everything in between.
• Practical Application: Put theory into practice with real-world examples that bring these financial instruments to life.
• Hands-On Experience: With 5 downloadable exercises, accompanied by detailed solutions, you'll have the opportunity to test your knowledge and ensure a solid grasp of the material.

Course Content Breakdown:

✅ Black Scholes Assumptions - Understand the premise behind this revolutionary pricing model.

✅ Risk Neutral Probability - Learn how this abstract concept is key to valuing options.

✅ Stock Process, Forward - Explore the dynamics of stock processes and their role in option pricing.

✅ Black Scholes Equation - Master the iconic equation that has become a cornerstone in finance.

✅ Vanilla Options - Delve into the most common type of options and their valuation.

✅ Breeden Litzenberger Model - Discover how to estimate the market price of risk.

✅ Fokker Planck Equation - Dive into the mathematical foundations underlying option pricing.

✅ Local Volatility - Learn about the model that captures changes in volatility over time.

✅ Barrier Options - Understand more complex options and their unique characteristics.

✅ Reflection Principle - Explore its application in financial modeling.

✅ Ornstein Uhlenbeck Process - A stochastic process that models the movement of asset prices, particularly useful for option pricing.

Your Instructor:

Meet Thomas Dacourt - your expert guide through the complex world of quantitative finance. With a decade of experience as a senior quantitative analyst at one of London's top investment banks, Thomas has a wealth of knowledge to share. His academic background in mathematics and applied mathematics in France and financial engineering in London equips him with the expertise to make even the most complex concepts accessible and understandable.

What You Get:

📘 Lifetime Access: Study at your own pace, whenever you want, for as long as you need.

💡 Q&A Section with Support: Have questions? Our dedicated support team is here to help you navigate through any challenges.

🎫 Certificate of Completion: Earn a certificate to showcase your new skills and knowledge.

💰 30-Day Money-Back Guarantee: We're confident in the value of our course, and we back that up with a full refund if you're not satisfied within 30 days.

Enroll Now and Embark on Your Journey to Mastering Mathematical Option Pricing! 📈

Don't miss out on this opportunity to enhance your financial expertise and open doors to new career possibilities. Secure your spot in our course today and take the first step towards becoming a pro in option pricing! 💼💰