Derivatives
Instructor: Giuliano Curatola
Intermediate Level • 8 hours to complete Recommended experience • Flexible Schedule
What You'll Learn
- Evaluate the effect of investment strategies on the risk and return of a portfolio
- Evaluate different uses of financial derivatives (e.g., hedging, speculation)
- Evaluate different pricing models to calculate the price of the various financial instruments
- Develop and employ theoretical asset pricing models to price these derivative instruments
Skills You'll Gain
Mathematical Modeling
Equities
Simulation and Simulation Software
Securities (Finance)
Financial Market
Futures Exchange
Investments
Risk Modeling
Actuarial Science
Probability
Financial Modeling
Finance
Financial Trading
Derivatives
Numerical Analysis
Shareable Certificate
Earn a shareable certificate to add to your LinkedIn profile
Outcomes
- Learn new concepts from industry experts
- Gain a foundational understanding of a subject or tool
- Develop job-relevant skills with hands-on projects
- Earn a shareable career certificate
There are 5 modules in this course
By the end of this week you will learn: fixing some notation; describe the pay-off structure of financial assets; evaluate possible usages of derivatives (hedging, speculation).
By the end of this week, you will understand the replication of a payoff function, state prices and risk neutral probabilities. Additionally, you will learn how to compute option prices in discrete time models.
By the end of this week, you will learn about stochastic processes and Itô's lemma, financial markets in continuous time, and option pricing in continuous time.
By the end of this week, you will learn how to compute the price of fixed income products.
At the end of this week, you will learn numerical computation of option prices.