Financial Derivatives: A Quantitative Finance View

The financial engineering of forwards, futures, swaps, and options, with Python tools for fixed income and options

4.75 (2527 reviews)
Udemy
platform
English
language
Investing & Trading
category
instructor
Financial Derivatives: A Quantitative Finance View
18,949
students
27.5 hours
content
Nov 2023
last update
$109.99
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

Why take this course?

🌟 **Financial Derivatives: A Quantitative Finance View** 🌟 --- ### 🎯 **Student Testimonials:** *This course offers an unreal value. Very rich content! This beats any financial course I've taken at my university. Looking forward to completing this course and using some of these skills in my career.--Steven* *Cameron is an outstanding teacher. Thank you very much for making the most important and difficult Finance concepts so easy to understand. Looking forward to the further courses.--Gevorg* *I got (am getting) some intuition about quant finance, not just leaning facts without really understanding the concepts. Cameron gives nice detailed answers to students questions.--Rich* --- Interested in a lucrative and rewarding position in quantitative finance? Are you a quantitative professional working in finance or a technical field like data science, technology, or engineering and want to bridge the gap and become a full-on quant? This course is designed for you! --- ### 🚀 **About the Course:** **Instructor:** Cameron Levin, former Wall Street quant, survivor of the financial crisis. **Skill Level:** Suitable for those with a strong quantitative background, even if it's just high school mathematics. Logical and analytical thinkers welcome! --- ### 📚 **Main Topics Covered:** - Interest rate fundamentals - Periodic and continuous compounding - Discounted cash flow analysis - Bond analysis - Fundamentals of equity, currency, and commodity assets - Portfolio modeling - Long and short positions - The principle of arbitrage - The Law of One Price - Forwards, futures, and swaps - Risk management principles - Futures hedging - Stochastic processes and time series concepts - The real statistics of asset prices: volatility clustering and autocorrelation - Fat-tailed distribution and their importance for financial assets - Brownian motion - The log-normal model of asset prices - Options: understanding puts and calls - Put-call parity - The binomial model of option pricing - Black-Scholes theory and formula - Option greeks (delta, gamma, vega) - Dynamic hedging - Volatility trading - Implied volatility --- ### 👨‍💻 **Includes Python Tools:** All software included in this course is released under a permissive MIT license, allowing you to take these tools with you into your future career. Use them in open source or proprietary projects – it's up to you! --- ### 🎓 **Course Materials:** - 23 hours of lectures - 10 problem sets and solutions - Course content equivalent to a full semester college course - Available at a fraction of the traditional course price - Comes with a 30-day money-back guarantee – sign up risk-free! --- ### 📆 **Sign Up Now!** Accelerate your finance career by taking this comprehensive course. With detailed problem sets and solutions, you'll gain practical insights and deep understanding of quantitative finance. Don't miss out on this opportunity to elevate your financial expertise and advance into the world of quantitative finance! 📅 [Enroll Today](#) 🌟

Screenshots

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Our review

--- **Overview of Course Review:** The online course "Mathematics and Intuitions Behind Financial Derivatives" has received an overwhelmingly positive response from its learners with a global course rating of **4.72**. The recent reviews, totaling twenty-three, are consistently affirmative, highlighting the course's effectiveness in explaining complex financial concepts, its rigorous presentation style, and the instructor's dedication and clear communication skills. **Pros:** - **Instructor's Approach**: The instructor is praised for their "cool," "patient," and "clear" explanations, which cater to both beginners and those seeking a deeper understanding of financial derivatives. - **Content Clarity**: The course material is commended for its lucidity and the structured progression from fundamental concepts to advanced topics. - **Practical Examples**: Learners appreciate the real-life examples provided after each concept, which aid in grasping the subject matter effectively. - **Comprehensive Explanations**: Detailed explanations are a recurring theme in the reviews, with learners expressing gratitude for the thorough coverage of topics. - **Interactive Learning**: The inclusion of code snippets and problems to work through is seen as a valuable way to engage learners who prefer a hands-on approach. - **Responsive Instructor**: The instructor's willingness to answer questions comprehensively is noted with appreciation. - **Value for Money**: Learners feel that the course offers great value for the investment, likening it to the quality of education one might expect from top U.S. universities. **Cons:** - **Repetition**: A few reviews mention that the material could be less repetitive, especially for those with a more advanced understanding of financial derivatives. - **Software Engineers' Concerns**: The course is deemed not ideal for software engineers looking for a focus on coding aspects over mathematical derivations. - **Non-linear Structure**: Some learners found the initial topics a bit non-linear but later appreciated the broader context these topics provided. **Learner Experience:** The majority of learners report a positive and enriching experience with the course, feeling confident in their understanding of financial derivatives upon completion. The course is highly recommended for practitioners in quantitative finance who wish to solidify their knowledge or gain a foundational understanding of the subject. **TL;DR:** This course is an excellent starting point for anyone interested in learning about financial derivatives, with a particular emphasis on the mathematical underpinnings. The instructor's teaching style and the comprehensive content are highlighted as significant strengths. However, learners with advanced knowledge or a focus on coding may find some aspects of the course repetitive or non-linear. Overall, it is considered a valuable educational resource for practitioners in quantitative finance. ---

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1913642
udemy ID
9/15/2018
course created date
8/4/2019
course indexed date
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course submited by