Options Pricing
Course Index
38 Lessons · 3 Levels
Complete options pricing roadmap — Black-Scholes, QuantLib, Heston model, volatility surfaces, exotic options, NSE & FX options, FastAPI deployment, and 5 real derivatives pricing builds.
38Lessons
3Levels
5Projects
FreeAccess
Level IDerivatives & Pricing FoundationsLessons 1–12
Lesson 01
Options Pricing: A Global Developer's Overview
Lesson 02
Options Contracts: Calls, Puts & Global Conventions
Lesson 03
Setting Up QuantLib in Python
Lesson 04
Black-Scholes: Deep Implementation
Lesson 05
Implied Volatility Calculation
Lesson 06
Options Greeks: Full Implementation
Lesson 07
Delta Hedging in Code
Lesson 08
Binomial Tree Pricing
Lesson 09
American Options with Binomial Trees
Lesson 10
Monte Carlo for Options Pricing
Lesson 11
Variance Reduction Techniques
Lesson 12
Put-Call Parity & Arbitrage in Code
Level IIAdvanced Models & Global VolatilityLessons 13–27
Lesson 13
Volatility Smile & Skew in Global Markets
Lesson 14
Volatility Surface Construction
Lesson 15
Local Volatility: Dupire Model
Lesson 16
Heston Stochastic Volatility Model
Lesson 17
Heston Model Calibration in QuantLib
Lesson 18
SABR Model for Interest Rate Options
Lesson 19
Finite Difference Methods for PDEs
Lesson 20
Exotic Options: Barriers & Lookbacks
Lesson 21
Asian Options Pricing
Lesson 22
NSE Index Options: India's Derivatives Market
Lesson 23
Interest Rate Models: Vasicek & Hull-White
Lesson 24
Swaptions & Interest Rate Derivatives
Lesson 25
FX Options: Global Currency Pairs
Lesson 26
Vanna-Volga Pricing Method
Lesson 27
Model Risk in Derivatives Pricing
Level IIIProduction Systems & Global ProjectsLessons 28–38
Lesson 28
Fetching Real Global Options Data
Lesson 29
Building a Pricing Engine with QuantLib
Lesson 30
Greeks Dashboard with Plotly
Lesson 31
Options Chain Analysis in Python
Lesson 32
Backtesting Options Strategies
Lesson 33
Deploying a Pricing API with FastAPI
Lesson 34
Build a Black-Scholes Pricing Engine
Lesson 35
Build a Volatility Surface Visualizer
Lesson 36
Build an Exotic Options Pricer
Lesson 37
Build an Options Strategy Analyzer
Lesson 38
Build a Full Derivatives Pricing System