Advanced Topics in Derivative Pricing

Enroll in Advanced Topics in Derivative Pricing to deepen your expertise in financial engineering and derivative pricing methodologies.

This course explores advanced topics such as stochastic models, portfolio optimization, and risk management. Learn to value complex financial derivatives, including equity, credit, and energy derivatives, and apply your knowledge to real-world scenarios like algorithmic trading and structured products. Gain hands-on experience implementing trading models and signals in live trading environments.

Key Benefits

• Advanced Derivative Pricing Techniques: Learn to apply stochastic models for valuing complex derivatives, including equity, credit, and commodity derivatives.

• Portfolio Optimization Skills: Master systematic approaches for formulating returns, managing risks, and constructing optimal portfolios.

• Practical Trading Applications: Gain hands-on experience by backtesting and implementing trading models in active trading environments.

• Comprehensive Risk Management: Explore implied volatility, risk management of derivative portfolios, and structured products.

• Expert Instruction: Learn from esteemed professors Garud Iyengar, Ali Hirsa, and Martin Haugh, who bring extensive academic and industry expertise.

Learning Outcomes

By the end of this course, learners will be able to:

• Value Complex Derivatives: Use stochastic models and advanced methodologies to price options, swaps, forwards, and futures.

• Optimize Portfolios: Construct and manage portfolios using systematic, data-driven approaches tailored to specific asset classes.

• Apply Advanced Models: Implement models such as the Black-Scholes and binomial models for pricing and risk management.

• Analyze Real-World Applications: Address challenges in algorithmic trading, energy derivatives, and credit derivatives with advanced financial tools.

• Develop Trading Models: Design, backtest, and implement trading models and signals in live trading scenarios.

Are you ready to master advanced techniques in derivative pricing and financial engineering?

Enroll in Advanced Topics in Derivative Pricing to gain the skills and knowledge necessary to excel in asset management, risk management, and trading. Learn from renowned experts Garud Iyengar, Ali Hirsa, and Martin Haugh, and elevate your career in quantitative finance.