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Yale University

Options Markets - Pricing, Purposes, and Applications

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Overview

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This lecture introduces option contracts and their purposes, then develops put-call parity, price bounds, binomial and Black-Scholes pricing, and implied volatility using the VIX. It concludes by considering options on single-family homes.

Syllabus

- Chapter 1. Examples of Options Markets and Core Terms .
- Chapter 2. Purposes of Option Contracts .
- Chapter 3. Quoted Prices of Options and the Role of Derivatives Markets .
- Chapter 4. Call and Put Options and the Put-Call Parity.
- Chapter 5. Boundaries on the Price of a Call Option.
- Chapter 6. Pricing Options with the Binomial Asset Pricing Model.
- Chapter 7. The Black-Scholes Option Pricing Formula.
- Chapter 8. Implied Volatility - The VIX Index in Comparison to Actual Market Volatility.
- Chapter 9. The Potential for Options in the Housing Market.

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