Pricing Options with Mathematical Models
- Offered byCaltech
Pricing Options with Mathematical Models at Caltech Overview
Pricing Options with Mathematical Models
at Caltech
Develop a comprehensive understanding of options and various financial derivatives, their functions, and their role in risk management
Duration | 69 hours |
Mode of learning | Online |
Difficulty level | Intermediate |
Official Website | Go to Website  |
Credential | Certificate |
Pricing Options with Mathematical Models at Caltech Highlights
Pricing Options with Mathematical Models
at Caltech
- Earn a certificate after completion of the course
- Financial aid available
- Assessments and Quizzes for practice
Pricing Options with Mathematical Models at Caltech Course details
Pricing Options with Mathematical Models
at Caltech
Skills you will learn
More about this course
- This course is an introductory course on options and other financial derivatives, and their applications to risk management
- In this course students will learn the Partial Differential Equations approach, and the probabilistic, martingale approach
- They will also learn an introduction to modeling of interest rates and fixed income derivatives
Pricing Options with Mathematical Models at Caltech Curriculum
Pricing Options with Mathematical Models
at Caltech
Pre-course
Stocks, Bonds, Derivatives
Interest Rates, Forward Rates, Bond Yields
No-Arbitrage Pricing Relations
Pricing in Discrete Time Models
Brownian Motion and Ito Calculus
Pricing in Black-Scholes-Merton model
Extensions of Black-Scholes-Merton
Hedging
Beyond Black-Scholes-Merton
Pricing in Fixed Income Markets
Final Exam (number of attempts is limited)
Other courses offered by Caltech
CaltechCertificate
– / –
29 hours
– / –
CaltechCertificate
– / –
65 hours
– / –
CaltechCertificate
– / –
21 hours
– / –
View Other 1 Courses
Pricing Options with Mathematical Models
at Caltech
Student Forum
Anything you would want to ask experts?