中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
您将学到什么
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
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要了解的详细信息
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作业
9 项作业
授课语言：英语（English）
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积累特定领域的专业知识
本课程是 Financial Markets 专项课程 专项课程的一部分
在注册此课程时，您还会同时注册此专项课程。
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该课程共有5个模块
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).
涵盖的内容
12个视频11篇阅读材料2个作业
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.
涵盖的内容
8个视频10篇阅读材料3个作业
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.
涵盖的内容
5个视频8篇阅读材料2个作业
By the end of this week, you will learn how to compute the price of fixed income products.
涵盖的内容
8个视频9篇阅读材料1个作业
At the end of this week, you will learn numerical computation of option prices.
涵盖的内容
7个视频10篇阅读材料1个作业
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To access the course materials, assignments and to earn a Certificate, you will need to purchase the Certificate experience when you enroll in a course. 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.
Yes. In select learning programs, you can apply for financial aid or a scholarship if you can’t afford the enrollment fee. If fin aid or scholarship is available for your learning program selection, you’ll find a link to apply on the description page.
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