Training Black-Scholes Model - Precisely Price European Options

$1,155

  • 1 day
  • Onsite
  • 10 people max.
Ref: ZNW721
10 people max.
$1,155
In-company rate: from $2,195 for the whole team
On-site and certification exam on quote
1 day
Onsite

Don't let this gap widen

Why this program matters

  • Traders who lack mastery of the Black-Scholes model commit pricing errors that produce up to 25% losses on option positions, according to CFA Institute studies.

  • Trading desks lose an average of 1.2 million euros annually from imprecise implied volatilities.

  • In 2024, 68% of incidents in listed derivatives stem from inadequate modeling, threatening the competitiveness of financial firms.

  • Every quarter without these skills exposes your portfolio to systemic risks, while your competitors secure superior returns through reliable valuations and optimal hedges.

Allan BUSI, Learni trainer · AI expert
Allan BUSI

Learni trainer · AI expert

73%productivity gap
×3cost of inaction
Flag of the United StatesBuilt for US teams
Payment by wire transferEnhanced confidentialityPerfect for companies with 50 to 500 employeesScheduling to fit any time zone

Trusted by — schools, companies and industrial groups

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  • Aptar
  • ArcelorMittal
  • Equans
  • EDF
  • Ubisoft
  • Microsoft

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Companies: Aptar, ArcelorMittal, Equans, EDF, Ubisoft and Microsoft.

Black-Scholes Model training objectives

  • Master the Black-Scholes formula to value European options in a professional context
  • Develop skills in numerical implementation of the model for certified analyses
  • Calculate the Greeks (delta, gamma, vega) to optimize hedging strategies in a business setting
  • Analyze sensitivity to input parameters in real market scenarios
  • Implement the model in Excel and Python for certified operational applications
  • Design options valuation reports tailored to the needs of financial teams

Black-Scholes Model curriculum: 1 module over 1 day

Module 1 : Black-Scholes Model: Practical Implementation and Greeks Analysis (Excel, Python, Market Cases)

Discover the mathematical foundations of the Black-Scholes model, implement the complete formula in Excel to price European calls and puts, transition to Python with NumPy and SciPy for fast and precise simulations, calculate essential Greeks through interactive exercises on real market data, analyze the impact of volatility and risk-free rates on virtual portfolios, produce a complete options valuation report with hedging strategies, apply it to a concrete business case for immediate professional trading application.

How Black-Scholes Model skills are assessed

  • Multiple-choice quiz to validate knowledge of the formula and Greeks at the end of the training
  • Continuous assessment through pricing exercises in Excel and Python
  • Defense of the options valuation report in front of the expert trainer

How the Black-Scholes Model course is taught

  • Courses led by a certified quant trainer active in finance
  • Practical exercises on market data and real business cases
  • Ongoing project on progressive pricing and hedging throughout the day
  • Complete course materials with Python scripts and Excel templates provided to each participant

Black-Scholes Model training: access and practical arrangements

The Training Black-Scholes Model - Precisely Price European Options program is delivered onsite or remote (blended-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 - Precisely Price European Options 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 - Precisely Price European Options 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

Registration is possible up to 48 business hours before the start of training. All our programs are built for corporate L&D budgets and delivered onsite or remotely.

The Learni story

Founded by engineers and learning experts, Learni's mission is to make high-impact tech training accessible to teams everywhere. We work remotely with organizations across the US and Canada, in your time zone, to help teams upskill fast.

Our method

How Learni guarantees the quality of your Black-Scholes Model training

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.

A child walking to school with a backpack
Our social commitment

A school kit donated to a child for every training booked

To fight inequalities in access to education, Learni donates a complete school kit to a child in need for every training booked. You build your skills, a child heads back to school.

  • Backpack, notebooks and essential supplies
  • Distributed through our partner charities
  • Included, at no extra cost to you
Enroll and offer a kit
FAQ

Black-Scholes Model: frequently asked questions

Which tools are used in Black-Scholes Model training?+
Hands-on work runs on excel, python and market Cases. Those tools come from the Black-Scholes Model program itself, delivered on site over 1 day, so participants practise on the stack they will use at work.
What can participants do after Black-Scholes Model training?+
They can master the Black-Scholes formula to value European options in a professional context, develop skills in numerical implementation of the model for certified analyses and calculate the Greeks (delta, gamma, vega) to optimize hedging strategies in a business setting. Those are the stated objectives of the Black-Scholes Model program at Intermediate level, checked by the end-of-session assessment.
How is Black-Scholes Model training assessed?+
Assessment relies on multiple-choice quiz to validate knowledge of the formula and Greeks at the end of the training, continuous assessment through pricing exercises in Excel and Python and defense of the options valuation report in front of the expert trainer. Learni issues a completion certificate together with the individual assessment report at the end of the Black-Scholes Model program, which an L&D team can file as evidence.
How much does Black-Scholes Model training cost per participant?+
Black-Scholes Model training costs $1,155 per participant. For an in-company team, the flat rate starts at $2,195 for the whole group, up to 8 people. The detailed quote, sent within one business day, adjusts the amount to the format and how far the syllabus is tailored to your team.
How long does Black-Scholes Model training take?+
1 day, available live online (US time zones) or on-site at your offices. Half-day tracks spread over several weeks are possible so the team stays operational.
Who pays for Black-Scholes Model training?+
Most US teams pay directly through their company L&D or training budget. Learni invoices in US dollars and accepts bank transfer (ACH/wire) or card, with volume pricing for teams. A purchase order is welcome.
What do participants need to know before Black-Scholes Model training?+
Knowledge of probabilities, descriptive statistics, and basic finance (volatility, risk-free rates, calls/puts).
Is a certificate issued after Black-Scholes Model training?+
Yes. A Learni completion certificate is issued, along with the individual evaluation report. Learni is a certified training provider and prepares for third-party certifications, but does not award them itself.
Does Learni provide the equipment for Black-Scholes Model training?+
No. A computer and a stable internet connection are required for each participant. Learni provides the learning platform, the trainer and all course materials.
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