Financial Modeling - Derivatives Concepts And Applications

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

Homepage

https://www.udemy.com/course/financial-modeling-derivatives-concepts-and-applications/