It's been my pleasure to give an introductory presentation/course on options and volatility to a select group of students at Queen's University.

Download the slide deck here.

Main discussion points:

  • The basics: forward pricing theory, quanto vs. local forwards
  • Alternatives to the Black-Scholes model
  • Skew and term structure
  • Put-Call Parity
  • Sensitivities ("Greeks")
  • The GME gamma squeeze
  • Correlation & basket options

The key to learning is asking the right questions (and, in return, receiving useful answers). I wanted to share the presentation with the Real Vision Exchange community as you might find some of the questions in this presentation interesting.

If you are interested you can check out our other blog posts here.