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Options and Derivatives

Topics of the course:
1. Option basics
2. Black Scholes
3. Greeks
4. Trading
5. Delta Hedging
6. Put-Call Parity
7. Option trading strategies


The goal of this course is to provide basics in option pricing and application.
This includes questions such as "From where does the Black Scholes formula come
from?", "What are Greeks and how do I make use of them in trading?", " What
is Delta Hedging and how does it work?", "What are option strategies"?
After attending this course students will be able to apply option trading strategies
and understand the sensitivities of option pricing.
Institut für Finanzwirtschaft
Fakultät für Wirtschaftswissenschaften
Universität Wien

Oskar-Morgenstern-Platz 1
1090 Wien
T: +43-1-4277-38262
F: +43-1-4277-838262
Universität Wien | Universitätsring 1 | 1010 Wien | T +43-1-4277-0