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
Sponsored by ITC-Infotech
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
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Assessments
9 assignments
Taught in English
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This course is part of the Financial Markets Specialization
When you enroll in this course, you'll also be enrolled in this Specialization.
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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
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