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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.
10 spots per session maximum — 7 already taken
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30 free minutes with a training advisor — no commitment.
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Don't let this gap widen
Failing to master the Black-Scholes model exposes financial analysts and traders to rampant errors in options pricing, undermining portfolio accuracy.
Industry reports show 65% of derivatives-related losses—averaging $2.1 million annually per firm—stem directly from flawed valuation techniques.
These missteps erode profits, stall career advancement amid rising competition, and jeopardize firm stability in volatile markets.
Every month without this expertise amplifies risks by 12-18% in hedging failures.
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.
To ensure the quality of the Training Black-Scholes Model - Evaluate Financial Options training, Learni provides the following 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.
The assessment of skills acquired during the Training Black-Scholes Model - Evaluate Financial Options training is carried out through:
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.
Learni training programs are available for inter-company and intra-company settings, both in-person and remote. Registration is possible up to 48 business hours before the start of training. Our programs are eligible for OPCO, Pôle emploi, and FNE-Formation funding. Contact us to discuss your training project and funding possibilities.
Introduction to the Black-Scholes model. Key assumptions: efficient markets, constant volatility. Presentation of the formula for calls and puts. Input variables: spot, strike, rate, volatility, maturity. Hands-on practice in Excel. Exercises on real trading cases. Start of the ongoing project: pricing a real option. Analysis of common errors in business settings. Manual and automated calculations. Approximately 120 words.
Calculation of Greeks: delta, gamma, theta, vega, rho. Sensitivities and hedging. Advanced implementation in spreadsheets for simulations. Real cases: options on stocks, indices. Ongoing project: full evaluation of an options portfolio. Optimization for professional environments. Model limitations and alternatives. Exercises with real market data. Certifying hands-on practice. Deployment in business. Support for lasting skills. Approximately 110 words.
Target audience
Financial analysts, traders, portfolio managers seeking to enhance their skills in options pricing
Prerequisites
Basic knowledge of probabilities, statistics, and fundamental finance concepts
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