Off the ladder · Ready
Introduction to Financial Options
Agustin Lebron · Charles University, Prague · Fall 2026freeSource ↗
The risk language the power and compute markets are written in, learned as a way to read those markets before it is ever a way to trade. Options is also where the still-UNSET frequency, sizing and stop parameters would matter most, so the course comes before any decision to use them, and finishing it is not that decision.
0 / 3 lectures
Progress
Allocated
Quota
Ready
State
Takes the Track B Tue/Thu slot when its turn in the order comes. No extra slot.
Segments
The named subset — the scope above is the count| Ref | Title | Done | Artifacts | Note |
|---|---|---|---|---|
| L01 | What is an option? | · | NBBLDGMEBTL0/0 | |
| L02 | The value of optionality | · | NBBLDGMEBTL0/0 | Tutorial exercises and solutions on the course page. Unlocks the spark-spread reading on Track A. |
| L03 | Put-call parity and synthetic equivalence | · | NBBLDGMEBTL0/0 | Assignment on the course page. |
Artifacts
Consume → do → output- A gas peaker priced as a call option on the spark spread — where the two tracks meetNot yet — nothing has landed for this slot.
- Payoffs, parity and option value, spacedNot yet — nothing has landed for this slot.
No notes on this unit yet.
A note lands here when a Learning Log entry tagged study-options-101 is published.