Financial Derivatives: A Quantitative Finance View
Description
What you’ll learn
- Learn the fundamentals of derivatives at a quantitative level
- Master arbitrage, the core principle underlying derivatives, quantitative risk management and quantitative trading
- Use derivatives to control and manage financial risk
- Price forwards, futures, swaps and options
- Understand the Black-Scholes theory and formula intuitively, avoiding stochastic calculus
- Learn the limitations of the Black-Scholes theory, and how it is used in practice
- Python based tools are provided for computations with bonds, yield curves, and options
Level: ADVANCED
What Will I Learn?
- Practice your new skills with trading challenges (solutions included)
- Organize and structure your trade using software patterns like modules
- Get friendly and fast support in the course Q&A
Topics for this course
2h 50m
Getting Started
Practicing the Basics
About the instructor
8 Courses
188 students