Non-Linearity

Here's an interesting video on the non-linearity of risk with Nassim Taleb.

Volatility Smile

I tried to find a good video on youtube explaining the "Volatility Smile" effect. This one is okay. Kinda long, but does a good job of going over inputs and the reasoning that explains the volatility smile. I wish it were a little more advanced, especially given its length; but, it's a good introduction nonetheless.

The Greeks

Here's a simple video explaining the "greeks" of options.

Binomial Options Pricing

I was looking into the binomial pricing model and came across this:

A brief introduction, but can definitely help you forward in understanding.

Black-Scholes Option Pricing

I've been looking for some good videos on Black-Scholes options pricing on youtube. Here are some that I'd like to keep track of. Post more links if you find something. I'll try to add more info as I find it.

(the call version above, the put version below; very simple videos that explain the basic imputs)