Financial Modeling - Derivatives Concepts and Applications

Name: Financial Modeling - Derivatives Concepts and Applications
Rating: 4.4 (27 reviews)

Financial Engineering

Created byMatthew Fried

Last updated 7/2022

English

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

8 sections • 23 lectures • 8h 20m total length

Introduction1:30

Bond Plane14:12
Pricing Bonds, FRAs, and Swaps with VBA1:07:16
This lecture demonstrates pricing bonds, FRA, and swaps using VBA in Excel, including creating modules, subs and functions, using input boxes, ranges, and buttons to automate FRA and swap calculations.
Another Version (More Practice) of Pricing Bonds and FRAs12:33
Full Discussion of Random Numbers and Applications52:17
Basics of Monte Carlo - Concept9:02
Monte Carlo with Options36:58
General Stock Path and Option Pricing with VBA - Monte Carlo13:10
Creating Strategy Specific Profit Charts18:52
Monte Carlo in Depth1:00:10
Explore Monte Carlo in depth to price options under risk-neutral models, using random numbers, Brownian motion and Black-Scholes concepts, with variance reduction and convergence insights.
Delta Hedging VS Stop Loss, Euler and Milstein Methods for Pricing Options39:11

Requirements

Description

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.

Who this course is for:

Anyone

Financial Modeling - Derivatives Concepts and Applications

What you'll learn

Explore related topics

Course content

Introduction1 lecture • 2min

Introduction to Derivatives, Markets, and Market Structure5 lectures • 1hr

Interest Rate Swaps2 lectures • 26min

Repurchase Agreements1 lecture • 24min

Currency Engineering1 lecture • 17min

Alternative Investments1 lecture • 11min

Options - In Depth2 lectures • 37min

Derivatives in Applications (Excel, VBA, Matlab)10 lectures • 5hr 24min

Requirements

Description

Who this course is for: