Options Pricing Models & Derivatives Strategies

Master options pricing models and derivatives strategies used in modern financial markets. Learn how to evaluate options, interpret Greeks, and apply swaps for effective risk management. This course provides a structured approach to understanding derivatives with a strong focus on options pricing and practical application. You will begin with the fundamentals of options, including call and put contracts, strike prices, and payoff structures. You will then explore how option prices are determined using key models such as Black-Scholes, while understanding the role of volatility, time to expiry, and market conditions. The course also introduces option sensitivities—Delta, Gamma, Vega, and Theta—helping you measure risk and price movement effectively. As you progress, you will learn to construct synthetic positions and interpret real-world trading scenarios. The course also covers swap instruments, including currency, equity, and credit default swaps, explaining how they are used to manage financial exposure. By the end of the course, you will be able to analyze options pricing, interpret Greeks, and apply derivatives strategies confidently in trading and risk management environments.