This course covers standard derivative pricing models. Both discrete time and continuous time techniques are considered. The course also includes an introduction to numerical option pricing, in particular the Monte Carlo Method.
Derivatives
Derivatives
This course is part of Financial Markets Specialization
Instructor: Giuliano Curatola
Included with 
Gain insight into a topic and learn the fundamentals.
Intermediate level
Recommended experience
8 hours to complete
3 weeks at 2 hours a week
Flexible schedule
Learn at your own pace
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
Details to know
Shareable certificate
Add to your LinkedIn profile
Assessments
9 assignments
Taught in English
See how employees at top companies are mastering in-demand skills
Build your subject-matter expertise
This course is part of the Financial Markets Specialization
When you enroll in this course, you'll also be enrolled in this Specialization.
- 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
Earn a career certificate
Add this credential to your LinkedIn profile, resume, or CV
Share it on social media and in your performance review
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).
What's included
12 videos11 readings2 assignments
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.
What's included
8 videos10 readings3 assignments
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.
What's included
5 videos8 readings2 assignments
By the end of this week, you will learn how to compute the price of fixed income products.
What's included
8 videos9 readings1 assignment
At the end of this week, you will learn numerical computation of option prices.
What's included
7 videos10 readings1 assignment
Instructor
Offered by
Recommended if you're interested in Leadership and Management
University of Pennsylvania
Columbia University
University of Pennsylvania
Why people choose Coursera for their career
Felipe M.
Learner since 2018
"To be able to take courses at my own pace and rhythm has been an amazing experience. I can learn whenever it fits my schedule and mood."
Jennifer J.
Learner since 2020
"I directly applied the concepts and skills I learned from my courses to an exciting new project at work."
Larry W.
Learner since 2021
"When I need courses on topics that my university doesn't offer, Coursera is one of the best places to go."
Chaitanya A.
"Learning isn't just about being better at your job: it's so much more than that. Coursera allows me to learn without limits."
New to Leadership and Management? Start here.
Open new doors with Coursera Plus
Unlimited access to 7,000+ world-class courses, hands-on projects, and job-ready certificate programs - all included in your subscription
Advance your career with an online degree
Earn a degree from world-class universities - 100% online
Join over 3,400 global companies that choose Coursera for Business
Upskill your employees to excel in the digital economy
Frequently asked questions
Access to lectures and assignments depends on your type of enrollment. If you take a course in audit mode, you will be able to see most course materials for free. To access graded assignments and to earn a Certificate, you will need to purchase the Certificate experience, during or after your audit. If you don't see the audit option:
The course may not offer an audit option. You can try a Free Trial instead, or apply for Financial Aid.
The course may offer 'Full Course, No Certificate' instead. This option lets you see all course materials, submit required assessments, and get a final grade. This also means that you will not be able to purchase a Certificate experience.
When you enroll in the course, you get access to all of the courses in the Specialization, and you earn a certificate when you complete the work. Your electronic Certificate will be added to your Accomplishments page - from there, you can print your Certificate or add it to your LinkedIn profile. If you only want to read and view the course content, you can audit the course for free.
If you subscribed, you get a 7-day free trial during which you can cancel at no penalty. After that, we don’t give refunds, but you can cancel your subscription at any time. See our full refund policy.