Financial Engineering
This is a full course in understanding, pricing and building derivatives. It goes through the concepts and the actual implementation. It includes swaps, options, futures and forwards – among other products. It is comprised of slides, examples, and more examples. There are many ways in which steps are spelled out and explained. Hopefully, everyone, no matter the background, can benefit from this course.
What you’ll learn
- Students will understand how what derivatives are, how to price them, and the overall structure and essence of them..
Course Content
- Introduction –> 1 lecture • 2min.
- Introduction to Derivatives, Markets, and Market Structure –> 5 lectures • 1hr.
- Interest Rate Swaps –> 2 lectures • 26min.
- Repurchase Agreements –> 1 lecture • 24min.
- Currency Engineering –> 1 lecture • 17min.
- Alternative Investments –> 1 lecture • 11min.
- Options – In Depth –> 2 lectures • 37min.
- Derivatives in Applications (Excel, VBA, Matlab) –> 10 lectures • 5hr 24min.
Requirements
This is a full course in understanding, pricing and building derivatives. It goes through the concepts and the actual implementation. It includes swaps, options, futures and forwards – among other products. It is comprised of slides, examples, and more examples. There are many ways in which steps are spelled out and explained. Hopefully, everyone, no matter the background, can benefit from this course.