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Training Black-Scholes Model - Mastering Options Pricing with MLOps

Ref: LDZ124
10 people max.
5500€ HT / per person
−15% from 2 people−30% from 3 people−50% from 5 people
Pay in 3 installments · +$170/day onsite · +$500 with certification exam
5 days
remote

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Learning objectives

  • Master the expert implementation of the Black-Scholes model in TensorFlow for precise options pricing.
  • Develop advanced Monte Carlo simulations with PyTorch adapted to volatile scenarios.
  • Design MLOps pipelines to deploy Black-Scholes models in enterprise production.
  • Optimize real-time Greeks calculations via professional ML frameworks.
  • Implement stochastic extensions of the model for advanced enterprise hedging.
  • Acquire certifying skills in professional training to enhance your ML expertise.
  • Deploy scalable Black-Scholes solutions integrating MLOps for financial data scientists.

The Learni story

Founded by passionate learning and innovation experts, Learni's mission is to make professional training accessible to everyone, anywhere in the world. Our team operates in major hubs — London, New York, Boston — and internationally, to support talents and organizations in upskilling.

Don't let this gap widen

Why this program matters

  • Without this upskilling, your team accumulates a technological gap that translates directly into productivity loss.

  • Organizations that don't train their talents on key topics see their competitiveness drop.

  • Every quarter without training is a gap widening with competitors who invest.

  • The cost of inaction quickly exceeds that of well-targeted training.

Allan Busi
Allan Busi

Learni Trainer · Expert

73%productivity gap
×3cost of inaction

Program

Module 1Advanced Fundamentals of the Black-Scholes Model: partial differential equations, implied volatility (TensorFlow basics)

Dive into the partial derivatives of the Black-Scholes model using TensorFlow, analyze volatility smile with real financial market datasets, complete exercises on European and American option pricing, produce your first optimized scripts for Greeks calculations, integrate concrete barrier options cases, while receiving live feedback to refine your professional ML finance skills.

Module 2Black-Scholes Model Implementation in TensorFlow: Monte Carlo simulations, vectorized Greeks

Build TensorFlow pipelines to simulate 1 million Black-Scholes trajectories in parallel, calculate Delta, Gamma, Vega with autograd, test on historical CAC40 and S&P500 data, develop interactive visualizations via TensorBoard, apply to real hedging strategies, generate deliverable reports ready for investment committees, strengthening your expert skills in certifying professional training.

Module 3Black-Scholes Model with PyTorch: stochastic extensions, jump-diffusion (MLOps intro)

Switch to PyTorch to model jumps in Black-Scholes via Poisson processes, implement numerical solvers for HJB equations, train on high-frequency volatility datasets, optimize with CUDA for real-time, integrate calibration exercises on exotic options, produce ONNX-exportable models, prepare MLOps groundwork for enterprise deployment, with a focus on practical and certifying skills.

Module 4MLOps for Black-Scholes Model: CI/CD, monitoring, scaling (Kubernetes, MLflow)

Deploy your Black-Scholes model in MLOps using MLflow and Kubernetes, configure CI/CD pipelines with GitHub Actions, monitor volatility drift in production via Prometheus, test A/B on live simulations, integrate alerting for critical Greeks, generate Grafana dashboards for stakeholders, apply to real trading desk cases, while acquiring scalable professional skills for your enterprise.

Module 5Expert Optimization of Black-Scholes Model: hybrid ML, real cases, certification (TensorFlow/PyTorch)

Synthesize with Black-Scholes-Neural Nets hybrids in TensorFlow and PyTorch, optimize via Bayesian methods for ultra-precise calibration, analyze historical failures like LTCM, deploy end-to-end on AWS cloud, review via peer-review projects, obtain Qualiopi certification validating your expert skills, export deliverable portfolios for CV, conclude with advanced Q&A on MLOps in professional finance.

Evaluation method

  • Advanced quizzes on Black-Scholes equations and Greeks (80% passing threshold).
  • Practical projects: complete MLOps implementation of an options pricer.
  • Real case studies: hedging optimization with live market data.

Learning method

  • Hands-on projects 70% of the time, real financial market simulations.
  • Unlimited replay videos, customized TensorFlow/PyTorch materials.
  • 24/7 dedicated forum with quant and MLOps experts.
  • Individual post-training coaching for enterprise deployment.

Methods, materials and delivery

The Training Black-Scholes Model - Mastering Options Pricing with MLOps program is delivered onsite or remote (blended-learning, e-learning, virtual classroom, remote presence). At Learni, an industry-certified training organization, every program is built to maximize skills acquisition regardless of the chosen format.

The trainer alternates between demonstrative, interrogative and active methods (through hands-on labs and/or scenarios). This pedagogical approach guarantees concrete learning that's immediately applicable at work.

Equipment required

For the smooth delivery of the Training Black-Scholes Model - Mastering Options Pricing with MLOps program, the following equipment is required:

  • Mac or PC computers, high-speed fiber internet, whiteboard or flipchart, projector or interactive touch screen (for remote sessions)
  • Training environments installed on workstations or accessible online
  • Course materials, hands-on exercises and complementary resources
  • Post-training access to materials and educational resources

For intra-company training on a site outside Learni, the client commits to providing all required teaching materials (computers, internet, etc.) for the smooth delivery of the program in line with the prerequisites in the communicated program.

* contact us for remote delivery feasibility** ratio varies depending on the program

Skills assessment methods

Assessment of skills acquired during the Training Black-Scholes Model - Mastering Options Pricing with MLOps program is performed through:

  • During training: case studies, hands-on labs and professional scenarios
  • End of training: self-assessment questionnaire and skills evaluation by the trainer
  • After training: completion certificate detailing acquired skills

Program accessibility

Learni is committed to making its programs accessible. All our programs are accessible to people with disabilities. Our teams are available to adapt the pedagogical methods to your specific needs. Please contact us for any adjustment request.

Enrollment terms and lead times

Learni programs are available inter-company and intra-company, onsite or remote. Enrollments are possible up to 48 business hours before the program starts. Our programs are eligible for corporate funding paths. Contact us to discuss your training project and funding options.

Verified reviews

What our learners

4.9 · +100 verified reviews
★★★★★

« cool, j'ai appris des trucs »

TomFormation AWS — Cloud Practitioner
★★★★★

« j'etais perdu au debut mais Ramy Saharaoui m'a pas laché, il a pris le temps. merci vraiment »

Eva CarpentierFormation LLM en Entreprise — Claude, ChatGPT, Mistral
★★★★★

« la formation dev etait intense mais grave bien. merci Anthony Khelil »

NolanDWWM - Développeur Web et Web Mobile
★★★★★

« 😊👍 »

AmbreDWWM - Développement Web & Mobile React
★★★★★

« bien 👍 »

Léo BlanchardFormation AWS — DevOps Engineer Professional
★★★★★

« Allan Busi t'es au top, continue comme ça. formation géniale »

MargotFormation Claude & ChatGPT — Comparatif et Cas d'Usage
★★★★★

« cool, j'ai appris des trucs »

TomFormation AWS — Cloud Practitioner
★★★★★

« j'etais perdu au debut mais Ramy Saharaoui m'a pas laché, il a pris le temps. merci vraiment »

Eva CarpentierFormation LLM en Entreprise — Claude, ChatGPT, Mistral
★★★★★

« la formation dev etait intense mais grave bien. merci Anthony Khelil »

NolanDWWM - Développeur Web et Web Mobile
★★★★★

« 😊👍 »

AmbreDWWM - Développement Web & Mobile React
★★★★★

« bien 👍 »

Léo BlanchardFormation AWS — DevOps Engineer Professional
★★★★★

« Allan Busi t'es au top, continue comme ça. formation géniale »

MargotFormation Claude & ChatGPT — Comparatif et Cas d'Usage
★★★★★

« cool, j'ai appris des trucs »

TomFormation AWS — Cloud Practitioner
★★★★★

« j'etais perdu au debut mais Ramy Saharaoui m'a pas laché, il a pris le temps. merci vraiment »

Eva CarpentierFormation LLM en Entreprise — Claude, ChatGPT, Mistral
★★★★★

« la formation dev etait intense mais grave bien. merci Anthony Khelil »

NolanDWWM - Développeur Web et Web Mobile
★★★★★

« 😊👍 »

AmbreDWWM - Développement Web & Mobile React
★★★★★

« bien 👍 »

Léo BlanchardFormation AWS — DevOps Engineer Professional
★★★★★

« Allan Busi t'es au top, continue comme ça. formation géniale »

MargotFormation Claude & ChatGPT — Comparatif et Cas d'Usage
Read all reviews
Our method

Training quality, guaranteed at every step

Before, during, after: we frame the brief, introduce the trainer, tailor the content and measure impact. You stay in control from kickoff to wrap-up.

Step 1

Rigorous trainer selection

Each trainer is validated on three criteria: hands-on field expertise, proven pedagogy and alignment with your industry.

  • Triple validation: technical, pedagogical, sectoral.
  • Minimum rating 4.8/5 over the last 12 sessions.
Step 2

You meet the trainer beforehand

30-minute video call between you and the selected trainer to validate the fit, adjust content and clear any final doubts.

  • Live briefing on goals and team context.
  • Veto right — we swap the trainer for free if needed.
Step 3

Content tailored to your context

No recycled slides. The syllabus is reworked from your real cases: tools, constraints, vocabulary, ongoing projects.

  • Hands-on cases drawn from your stack and projects.
  • Program co-written then validated by your team.
Step 4

Continuous quality follow-up

Live evaluations, 30/90/180-day check-ins and a consolidation plan. If the impact misses the mark, we rework it.

  • NPS, knowledge quizzes and skills self-assessment.
  • Satisfaction guarantee: fully satisfied or free rework.

A simple promise: you don't pay to discover the trainer on day one. Everything is validated upfront, by you.

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