$1,999

IM6 Commodity Exotic & Path-Dependent Options

Course
141 Lessons

Master exotic and path-dependent commodity options: Asian and average-strike structures, barriers and digitals, one-touch and range, lookback and cliquet, compound and chooser, basket and rainbow, quanto and spread options including crack and spark, with Monte Carlo methods, calibration, risk and CTRM representation.

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Module 00 - Exotic Option Foundations (Chapters 01–10)

1. What Makes a Commodity Option Exotic.m4a

2. Path Dependence.m4a

3. State Variables in Exotic Valuation.m4a

4. Exotic Payoff Representation.m4a

5. Observation Schedules.m4a

6. Fixings, States and Path History.m4a

7. Model Risk in Exotic Commodity Options.m4a

8. Exotic Options vs Structured Products.m4a

9. Exotic Option Lifecycle.m4a

10. NorthStar Exotic Option Estate.m4a

Module 00 - Exotic Option Foundations.chapters.txt

Module 00 - Exotic Option Foundations.png

Module 00 - Exotic Option Foundations.mp4

Module 01 - Asian & Averaging Options (Chapters 11–20)

11. Average Price Options.m4a

12. Arithmetic vs Geometric Averaging.m4a

13. Fixed-Strike Asian Calls.m4a

14. Fixed-Strike Asian Puts.m4a

15. Average Strike Options.m4a

16. Partial Averaging Windows.m4a

17. Weighted Average Options.m4a

18. Double-Average Options.m4a

19. Asian Spread Options.m4a

20. Asian Option Valuation Lab.m4a

Module 01 - Asian & Averaging Options.mp4

Module 01 - Asian & Averaging Options.chapters.txt

Module 01 - Asian & Averaging Options.png

Module 02 - Barrier, Digital & Trigger Options (Chapters 21–30)

21. Barrier Option Foundations.m4a

22. Up-and-In Options.m4a

23. Up-and-Out Options.m4a

24. Down-and-In Options.m4a

25. Down-and-Out Options.m4a

26. Double Barrier Options.m4a

27. Window Barrier Options.m4a

28. Digital Options.m4a

29. One-Touch and No-Touch Options.m4a

30. Barrier and Digital Option Lab.m4a

Module 02 - Barrier, Digital & Trigger Options.mp4

Module 02 - Barrier, Digital & Trigger Options.chapters.txt

Module 02 - Barrier, Digital & Trigger Options.png

Module 03 - Range, Lookback & Path-State Structures (Chapters 31–40)

31. Range Accrual Options.m4a

32. Binary Range Structures.m4a

33. Commodity Corridor Options.m4a

34. Lookback Options.m4a

35. Fixed-Strike Lookback Calls and Puts.m4a

36. Floating-Strike Lookbacks.m4a

37. Cliquet Options.m4a

38. Ratchet Structures.m4a

39. Cumulative Path-Dependent Payoffs.m4a

40. Path-State Engine Lab.m4a

Module 03 - Range, Lookback & Path-State Structures.mp4

Module 03 - Range, Lookback & Path-State Structures.chapters.txt

Module 03 - Range, Lookback & Path-State Structures.png

Module 04 - Spread, Basket & Multi-Asset Options (Chapters 41–50)

41. Commodity Spread Options.m4a

42. Crack Spread Options.m4a

43. Spark Spread Options.m4a

44. Clean Spark Spread Options.m4a

45. Dark and Clean Dark Options.m4a

46. Basis Options.m4a

47. Basket Options.m4a

48. Best-of and Worst-of Options.m4a

49. Rainbow Commodity Options.m4a

50. Multi-Asset Option Valuation Lab.m4a

Module 04 - Spread, Basket & Multi-Asset Options.mp4

Module 04 - Spread, Basket & Multi-Asset Options.chapters.txt

Module 04 - Spread, Basket & Multi-Asset Options.png

Module 05 - Quanto, Currency & Hybrid Market Exposures (Chapters 51–60)

51. Commodity Quanto Options.m4a

52. Quanto Adjustment.m4a

53. Commodity-FX Hybrid Options.m4a

54. Cross-Currency Commodity Options.m4a

55. Commodity-Rate Hybrid Optionality.m4a

56. Inflation-Linked Commodity Options.m4a

57. Commodity Index Options.m4a

58. Commodity Equity-Linked Hybrid Concepts.m4a

59. Hybrid Correlation Risk.m4a

60. Quanto & Hybrid Valuation Lab.m4a

Module 05 - Quanto, Currency & Hybrid Market Exposures.mp4

Module 05 - Quanto, Currency & Hybrid Market Exposures.chapters.txt

Module 05 - Quanto, Currency & Hybrid Market Exposures.png

Module 06 - Exotic Pricing Models & Numerical Methods (Chapters 61–70)

61. Why Black-76 Is Not Enough.m4a

62. Monte Carlo Simulation Fundamentals.m4a

63. Monte Carlo Convergence.m4a

64. Variance Reduction.m4a

65. Quasi-Monte Carlo.m4a

66. Lattice and Tree Methods.m4a

67. Finite-Difference PDE Methods.m4a

68. Least-Squares Monte Carlo.m4a

69. Numerical Model Selection.m4a

70. Numerical Pricing Engine Lab.m4a

Module 06 - Exotic Pricing Models & Numerical Methods.mp4

Module 06 - Exotic Pricing Models & Numerical Methods.chapters.txt

Module 06 - Exotic Pricing Models & Numerical Methods.png

Module 07 - Commodity Dynamics, Calibration & Model Risk (Chapters 71–80)

71. Mean Reversion in Commodity Prices.m4a

72. Seasonality in Commodity Models.m4a

73. Multi-Factor Commodity Models.m4a

74. Jump Processes.m4a

75. Stochastic Volatility.m4a

76. Local Volatility.m4a

77. Correlation Calibration.m4a

78. Model Calibration.m4a

79. Model Validation and Benchmarking.m4a

80. Exotic Model-Risk Case.m4a

Module 07 - Commodity Dynamics, Calibration & Model Risk.mp4

Module 07 - Commodity Dynamics, Calibration & Model Risk.chapters.txt

Module 07 - Commodity Dynamics, Calibration & Model Risk.png

Module 08 - Greeks, Hedging, Credit & Lifecycle (Chapters 81–90)

81. Exotic Greeks.m4a

82. Barrier Greeks and Hedge Instability.m4a

83. Correlation Greeks.m4a

84. Exotic P&L Explain.m4a

85. Hedging Asian Options.m4a

86. Hedging Barriers and Digitals.m4a

87. Exotic Counterparty Credit Exposure.m4a

88. Exotic Option Lifecycle Events.m4a

89. Exotic Settlement and Accounting.m4a

90. Exotic Option Control Framework.m4a

Module 08 - Greeks, Hedging, Credit & Lifecycle.mp4

Module 08 - Greeks, Hedging, Credit & Lifecycle.chapters.txt

Module 08 - Greeks, Hedging, Credit & Lifecycle.png

Module 09 - CTRM_ETRM Engineering & Capstone (Chapters 91–100)

91. Generic Exotic Payoff Data Model.m4a

92. Observation & Path-State Data Model.m4a

93. Multi-Underlying Architecture.m4a

94. Exotic Pricing Service Architecture.m4a

95. Simulation Platform Architecture.m4a

96. Exotic Risk Engine.m4a

97. Lifecycle Engine for Path-Dependent Trades.m4a

98. Complex Multi-Commodity Exotic Architecture Case.m4a

99. Tier-1 Exotic Option Implementation Lab.m4a

100. NorthStar Exotic Options Capstone.m4a

Module 09 - CTRM_ETRM Engineering & Capstone.mp4

Module 09 - CTRM_ETRM Engineering & Capstone.chapters.txt

Module 09 - CTRM_ETRM Engineering & Capstone.png

Module PDFs and Labs

IM6_M0_Exotic_Option_Foundations_DurgaAnalytics.pdf

IM6_M1_Asian_Averaging_Options_DurgaAnalytics.pdf

IM6_M2_Barrier_Digital_Trigger_Options_DurgaAnalytics.pdf

IM6_M3_Range_Lookback_Path_State_Structures_DurgaAnalytics.pdf

IM6_M4_Spread_Basket_Multi_Asset_Options_DurgaAnalytics.pdf

IM6_M5_Quanto_Currency_Hybrid_Market_Exposures_DurgaAnalytics.pdf

IM6_M6_Exotic_Pricing_Models_Numerical_Methods_DurgaAnalytics.pdf

IM6_M7_Commodity_Dynamics_Calibration_Model_Risk_DurgaAnalytics.pdf

IM6_M8_Greeks_Hedging_Credit_Lifecycle_DurgaAnalytics.pdf

IM6_M9_CTRM_ETRM_Engineering_Capstone_DurgaAnalytics.pdf

IM6_labs.zip