Pricing Options with Mathematical Models

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  • Unit 0: Pre-course
    • Since this is a quantitative course, a certain level of mathematical background is necessary for a student to master the course material. In this unit, I would like to invite you to take the prerequisites assessment.
  • Unit 1. Stocks, Bonds, Derivatives
  • Unit 2. Interest Rates, Forward Rates, Bond Yields
  • Unit 3. No-Arbitrage Pricing Relations
  • Unit 4: Pricing in Discrete Time Models
  • Unit 5. Brownian Motion and Ito Calculus
  • Unit 6. Pricing in Black-Scholes-Merton model
  • Unit 7. Extensions of Black-Scholes-Merton
  • Unit 8. Hedging
  • Unit 9. Beyond Black-Scholes-Merton
  • Unit 10. Pricing in Fixed Income Markets
  • Final Exam (number of attempts is limited)

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