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Theoretical Option Pricing

Pricing Models

This webinar takes the topic of options pricing to the next level. It discusses the Black-Scholes and Cox-Ross-Rubenstein pricing models and how an investor can utilize the OIC Options Calculator as a resource. It also touches on the put-call parity and understanding volatility skew.

(7:32) - Option Pricing Models
(12:00) - Black-Scholes Model
(15:24) - OIC Options Calculator
(19:40) - Put Call Parity
(22:37) - Arbitrage
(27:55) - Synthetics
(28:30) - Reverse Conversion
(40:38) - Volatility Skew