Is the training Qualiopi certified?

Yes, Learni is a Qualiopi-certified training organization. This certification guarantees the quality of our courses and enables funding through OPCO and other mechanisms.

How can I fund my training?

Our courses are eligible for OPCO funding. Learni supports you through the funding process. A personalized quote is available upon request.

What are the prerequisites for this training?

The prerequisites for the Training Black-Scholes Model - Evaluate Financial Options training are: Mastery of advanced probabilities, stochastic processes and derivatives finance. A preliminary interview validates your eligibility.

Is the training available in person?

Yes, the Training Black-Scholes Model - Evaluate Financial Options training is available in remote. The format can be adapted to your needs (inter, intra, custom).

Training Black-Scholes Model - Evaluate Financia... | Learni

The story of Learni

Founded by passionate advocates of learning and innovation, Learni set out to make professional training accessible to everyone, everywhere in the world. Our team works in the largest cities such as Paris, Lyon, Marseille, and internationally, to support talents and organizations in their skills development.

Configure your training

Response within 24hNo commitment100% free

Only 4 spots left this month

10 spots per session maximum — 8 already taken

FormatParticipantsDateDetails

Which format do you prefer?

Methods, approaches, and teaching resources

The Training Black-Scholes Model - Evaluate Financial Options training is delivered in-person or remotely (blended-learning, e-learning, virtual classroom, remote in-person). At Learni, a Qualiopi-certified training organization, each program is designed to maximize skills acquisition, regardless of the training mode chosen.

The trainer alternates between demonstrative, interrogative, and active methods (through practical exercises and/or real-world scenarios). This pedagogical approach ensures concrete and directly applicable learning in the workplace.

Teaching resources provided

To ensure the quality of the Training Black-Scholes Model - Evaluate Financial Options training, Learni provides the following teaching resources:

Mac or PC computers, high-speed fiber internet, whiteboard or flipchart, video projector or interactive touchscreen (for remote sessions)
Training environments installed on workstations or accessible online
Course materials, practical exercises, and supplementary resources
Post-training access to materials and teaching resources

For in-house training at a location external to Learni, the client ensures and commits to having all necessary teaching materials (IT equipment, internet connection...) for the proper conduct of the training action in accordance with the prerequisites indicated in the communicated training program.

* contact us for remote feasibility** ratio varies depending on the training followed

Assessment methods

The assessment of skills acquired during the Training Black-Scholes Model - Evaluate Financial Options training is carried out through:

During training: case studies, practical exercises, and professional scenarios
At the end of training: self-assessment questionnaire and skills evaluation by the trainer
After training: training completion certificate detailing acquired skills

Training accessibility

Learni is committed to the accessibility of its professional training programs. All our training programs are accessible to people with disabilities. Our teams are available to adapt teaching methods to your specific needs. Do not hesitate to contact us for any accommodation request.

Training objectives

Master the Black-Scholes model for evaluating European options in a business setting

Implement Black-Scholes formulas in professional simulations

Develop hedging strategies based on the model's Greeks

Optimize Black-Scholes calculations for large volumes of financial data

Design extensions of the model for certifying exotic options

Analyze the model's limitations and alternatives in a professional context

Training program

Module 1Advanced Fundamentals of the Black-Scholes Model

Review of Black-Scholes model assumptions. Complete mathematical derivation of call and put formulas. Hands-on practice in Excel and Python. Calculations of volatility and risk-free rate parameters. Professional exercises on real market data. Initialization of the ongoing project: pricing an options portfolio. Concrete trading cases in business.

Module 2Greeks and Sensitivity in the Black-Scholes Model

Calculation of Delta, Gamma, Theta, Vega and Rho. Interpretation of Greeks for dynamic hedging. Monte Carlo simulations integrating Black-Scholes. Hands-on practice with business cases: hedging an options book. Exercises on market stress scenarios. Progress on ongoing project: portfolio sensitivity analysis. Python tools for Greeks optimization.

Module 3Numerical Implementation of the Black-Scholes Model

Advanced coding in Python and NumPy of Black-Scholes formulas. Solving Black-Scholes PDE differential equations. Binomial trees as approximations. Professional exercises on backtesting. Management of large financial datasets. Ongoing project: automated hedging implementation. Concrete quant cases in investment banking.

Module 4Extensions and Limitations of the Black-Scholes Model

Black-Scholes model with dividends and stochastic volatility. Jump-diffusion and Heston as alternatives. Empirical analysis of weaknesses on volatility smile. Comparative hands-on practice on historical data. Professional calibration exercises. Ongoing project: exotic options evaluation. Strategies for businesses facing extreme volatility.

Module 5Professional Applications of the Black-Scholes Model

Integration of Black-Scholes in business risk management. Backtesting and VaR with Greeks. Portfolio optimization via Black-Scholes. Exercises on real trading desk cases. Finalization of ongoing project: complete hedging report. Production deployment with financial APIs. Preparation for expert skills certification.