Financial Derivatives, Futures and Options – Applied Course

The financial engineering of forwards, futures, swaps, and options, with Python tools for fixed income and options

Created by: Cameron Connell
Mathematician, Statistician, and Quantitative Financier

What Will I 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

Requirements

• Calculus and a basic course in probability and statistics
• No knowledge or background in finance is assumed

Target audience

• Technical professionals who want to learn about quantitative finance
• Finance professionals who want to improve their quantitative skills and learn how to analyze derivative products