Financial Modeling - Derivatives Concepts And Applications

Financial Engineering

What you'll learn
Students will understand how what derivatives are, how to price them, and the overall structure and essence of them.
Requirements
No
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.

Overview

Section 1: Introduction

Lecture 1 Introduction

Section 2: Introduction to Derivatives, Markets, and Market Structure

Lecture 2 Class 1

Lecture 3 Class 2

Lecture 4 Class 3

Lecture 5 Class 4

Lecture 6 Class 5

Section 3: Interest Rate Swaps

Lecture 7 Class 6

Lecture 8 Class 7

Section 4: Repurchase Agreements

Lecture 9 Class 8

Section 5: Currency Engineering

Lecture 10 Class 9

Section 6: Alternative Investments

Lecture 11 Class 10

Section 7: Options - In Depth

Lecture 12 Class 11

Lecture 13 Monte Carlo Option Pricing

Section 8: Derivatives in Applications (Excel, VBA, Matlab)

Lecture 14 Bond Plane

Lecture 15 Pricing Bonds, FRAs, and Swaps with VBA

Lecture 16 Another Version (More Practice) of Pricing Bonds and FRAs

Lecture 17 Full Discussion of Random Numbers and Applications

Lecture 18 Basics of Monte Carlo - Concept

Lecture 19 Monte Carlo with Options

Lecture 20 General Stock Path and Option Pricing with VBA - Monte Carlo

Lecture 21 Creating Strategy Specific Profit Charts

Lecture 22 Monte Carlo in Depth

Lecture 23 Delta Hedging VS Stop Loss, Euler and Milstein Methods for Pricing Options

Anyone