EduMarkets Equity & FX Options
The options module covers pricing on a full volatility surface, without the textbook simplification. Users build vanilla and exotic structures against a smile and skew that respond the way real markets typically do. Multi-leg strategies combine legs into one position, with all the Greeks updating together and payoff and sensitivity surfaces charted alongside. The same engine handles a covered call and a barrier option.
Handbook chapters
- What Are Options?
- Option Type Taxonomy
- Payoffs & Strategies
- Black-Scholes Pricing
- The Greeks
- Volatility
- Exotic Options
Tools and exercises
- Equity Options
- European Vanilla
- American Vanilla
- American Barrier
- European Barrier
- Double Barrier
- European Binary
- American Binary
- Double-No-Touch
- Average Rate
- Lookback
- FX Options
- European Vanilla
- American Barrier
- European Barrier
- Double Barrier
- European Binary
- American Binary
- Double-No-Touch
- Average Rate
- Lookback
- Multi-Asset Options
- Dual Binary
- Rainbow (Best/Worst-of)
- Basket Option
- Quanto
- Spread Option
- Var & Vol Swaps
- Variance Swap
- Volatility Swap
- Portfolio
- Exercises