🎁Azure · AWS · Google — 1 free certification per learner, up to $400.Get the offer →
← Back

Training Black-Scholes Model - Pricing Options with Professional Precision

Ref: HJW543
10 people max.
4200€ 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
4 journées
distanciel

Share in 2 clicks

EquansAptarArcelorMittalUbisoftINSEECLa PlateformeCESIEFREIEPSIINGETISMy Digital SchoolYnovEquansAptarArcelorMittalUbisoftINSEECLa PlateformeCESIEFREIEPSIINGETISMy Digital SchoolYnov

Learning objectives

  • Master the mathematical derivation of the Black-Scholes model for professional applications
  • Numerically implement the Black-Scholes formula in Excel and Python to price options
  • Calculate the Greeks (Delta, Gamma, Vega) for optimal risk management in business
  • Analyze the assumptions and limitations of the Black-Scholes model in real-world contexts
  • Develop hedging strategies based on Black-Scholes to minimize losses
  • Optimize the pricing of European options with volatility and dividend adjustments
  • Produce certified reports on option valuations for internal audits

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.

Fouzi Benzidane
Fouzi Benzidane

Learni Trainer · Expert

73%productivity gap
×3cost of inaction

Program

Module 1Black-Scholes Model Fundamentals: Derivation and Assumptions (Differential Equation, Lognormal Process)

Dive into the theory of the Black-Scholes model by deriving the famous formula from geometric Brownian motion and the Black-Scholes PDE equation. Explore key assumptions such as constant volatility and risk-free rates. Perform manual calculations on simple European options using Excel. Analyze concrete stock market cases. Produce your first certified valuation table for a professional project. Discuss the business impacts of misapplication in the company.

Module 2Black-Scholes Model Implementation: Coding and Calibration (Python NumPy/SciPy, Excel VBA)

Move to hands-on practice by coding the full Black-Scholes formula in Python using NumPy and SciPy libraries to price calls and puts in real-time. Calibrate parameters on historical implied volatility data from Bloomberg or Yahoo Finance. Test on variable volatility scenarios with interactive exercises. Generate price vs. strike charts to visualize convexity. Apply to a fictional company portfolio. Validate your implementations through code review with the expert trainer for immediately operational skills.

Module 3Black-Scholes Model Greeks and Sensitivities: Risk Management (Delta Hedging, Gamma Scalping, Vega)

Master the Black-Scholes Greeks by calculating Delta, Gamma, Theta, Vega, and Rho using partial derivatives and numerical approximations in Python. Simulate dynamic hedging strategies on ATM and OTM options with daily rebalancing. Analyze the impact of market shocks on a trading book. Practice Gamma scalping on real cases from 2008 and 2020. Produce risk reports for company committees. Optimize positions to reduce Value at Risk by 30% in volatile conditions.

Module 4Black-Scholes Model Extensions and Applications: Dividends, Stochastic Volatility (Monte Carlo, Optimization)

Apply advanced Black-Scholes extensions with adjustments for continuous and discrete dividends via Merton. Integrate stochastic volatility through Monte Carlo simulations in Python for exotic options. Test on real CAC40 and S&P500 index data. Develop an interactive Excel dashboard for real-time pricing. Assess model errors vs. volatility smile via backtesting. Conclude with a certified ongoing project on a simulated real trade, ready for production deployment to boost your company's trading performance.

Evaluation method

  • Theoretical MCQ on derivation and Greeks at the end of the training
  • Practical evaluation via Python implementation of a Black-Scholes pricer
  • Defense of the ongoing project with dynamic hedging before the trainer
  • Continuous quizzes on business cases to validate certified skills

Learning method

  • Courses led by a quant expert in an active trading room
  • Practical exercises on real market data and professional tools (Python, Excel)
  • Progressive ongoing project: pricing and hedging an options portfolio
  • Complete course materials with source codes and datasets provided to each participant

Methods, materials and delivery

The Training Black-Scholes Model - Pricing Options with Professional Precision 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 - Pricing Options with Professional Precision 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 - Pricing Options with Professional Precision 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.

Your professional training, anywhere

Let's build
your next
program.

30 minutes with a learning advisor. No commitment. No sales pitch dressed up as a demo.

Reply within 24 h · Industry-certified · Corporate funding
WhatsApp