Black-Scholes Model for Professional Trading
Learn Black-Scholes theory for trading, from basics to advanced concepts. Study binomial models & develop professional trading techniques.
Learn Black-Scholes theory for trading, from basics to advanced concepts. Study binomial models & develop professional trading techniques.
This comprehensive course offers a structured approach to mastering the Black-Scholes model, progressing from beginner to professional level. Starting with fundamental concepts using binomial models, students learn practical money-making applications of Black-Scholes theory. The intermediate level provides an alternative perspective on the model, covering closed-form solutions for futures and European options. The professional segment focuses on advanced proprietary system design concepts, preparing students for sophisticated derivative trading. Through progressive learning stages, participants develop from basic understanding to professional-level expertise in options pricing and hedging strategies.
Instructors:
English
English
Powered by
What you'll learn
Master professional applications of the Black-Scholes model
Develop expertise in binomial modeling for precise option pricing
Learn sophisticated derivative product trading strategies
Understand multi-risk-factor extensions of the Black-Scholes model
Skills you'll gain
This course includes:
PreRecorded video
Graded assignments, exams
Access on Mobile, Tablet, Desktop
Limited Access access
Shareable certificate
Closed caption
Get a Completion Certificate
Share your certificate with prospective employers and your professional network on LinkedIn.
Created by
Provided by
Top companies offer this course to their employees
Top companies provide this course to enhance their employees' skills, ensuring they excel in handling complex projects and drive organizational success.
There are 4 modules in this course
This advanced course provides a comprehensive understanding of the Black-Scholes model for professional trading applications. Starting with basic concepts through binomial models, the course progresses to intermediate topics covering alternative approaches to Black-Scholes theory and closed-form solutions. The professional level focuses on proprietary system design for sophisticated derivative trading. The curriculum combines theoretical understanding with practical applications, preparing students for real-world trading scenarios.
Beginner's Level: Binomial Model
Module 1
Intermediate Level Part 1: Black-Scholes Review
Module 2
Intermediate Level Part 2: Closed-Form Solutions
Module 3
Professional Level: Advanced System Design
Module 4
Fee Structure
Instructor
1 Course
Financial Engineering and Mathematical Finance Expert
Daisuke Nakazato serves as a Professor at Waseda University's Graduate School of Business and Finance, where he specializes in mathematical finance and derivatives modeling. After earning his PhD in Operations Research from MIT, he began his career at the Industrial Bank of Japan (IBJ) as a financial engineer, where he collaborated with renowned economists Dr. Fisher Black and Dr. Robert Litterman. At Waseda, he teaches a comprehensive range of financial courses including derivatives modeling, mathematical finance, credit modeling and incomplete markets, and computational finance laboratory. His research contributions include significant work on queuing theory and financial engineering, with notable publications on distributional results in queues and capital determination for default protection. His academic expertise is demonstrated through his published works, including "Analytical Financial Engineering" and various papers in operations research and banking finance. Through his teaching at Waseda's MSc in Finance program, he continues to shape the next generation of financial professionals, bringing together theoretical knowledge and practical experience in financial engineering and risk management.
Testimonials
Testimonials and success stories are a testament to the quality of this program and its impact on your career and learning journey. Be the first to help others make an informed decision by sharing your review of the course.
Frequently asked questions
Below are some of the most commonly asked questions about this course. We aim to provide clear and concise answers to help you better understand the course content, structure, and any other relevant information. If you have any additional questions or if your question is not listed here, please don't hesitate to reach out to our support team for further assistance.