Financial Derivatives: A Quantitative Finance View
The financial engineering of forwards, futures, swaps, and options, with Python tools for fixed income and options
4.66 (3000 reviews)
22 974
students
27.5 hours
content
Nov 2023
last update
$99.99
regular price
What you will learn
Learn the fundamentals of derivatives at a quantitative level
Master arbitrage, the core principle underlying derivatives, quantitative risk management and quantitative trading
Use derivatives to control and manage financial risk
Price forwards, futures, swaps and options
Understand the Black-Scholes theory and formula intuitively, avoiding stochastic calculus
Learn the limitations of the Black-Scholes theory, and how it is used in practice
Python based tools are provided for computations with bonds, yield curves, and options
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Our Verdict
An engaging and in-depth exploration of financial derivatives through a quantitative lens makes this Udemy course a worthwhile endeavor. Despite minor concerns like nonlinear structures and overly mathematical passages, the course provides substantial value in mastering complex topics with Python tools in fixed income and options. Addressing areas such as LIBOR and federal funds rate quotations can further enhance clarity for learners from diverse backgrounds.
What We Liked
- Comprehensive coverage of financial derivatives with a quantitative focus
- Effective use of arbitrage principle to enhance understanding
- Instructor's effort in answering questions and providing discussions
- Code snippets helpful for hands-on learners
Potential Drawbacks
- Some parts can seem non-linear or unclear without revisiting them later
- Explanations may be overly mathematical at times, potentially overwhelming non-mathematical backgrounds
- Occasionally lengthy content that deviates from the core course purpose
- Minor areas for improvement such as timeline illustrations and clarifying financial conventions
Related Topics
1913642
udemy ID
15/09/2018
course created date
04/08/2019
course indexed date
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