Master Class: Derivatives and Options Crash Course: Course Guide
The Crash Course is followed by an intermediate course that reviews product variation and basic pricing concepts.
At a introductory level the course introduces forwards, futures and options (calls and puts). We review payoff profiles for the above mentioned derivative products and close the course by synthetically create a forward contract using a call and a put.
Master Class: Options and derivatives crash course: Session One: Terminology
Master Class: Options and Derivatives Crash Course: Session Two: Forward, Futures and Options
Master Class: Options and Derivatives Crash Course: Session Three: Payoff profiles – Forwards
Master Class: Options and Derivatives Crash Course: Session Five: Synthetics
Derivative Trading Strategy Review
The next level intermediate course reviews option pricing, interest rate swaps and product variations across the derivatives world.
Interest Rate Swaps – The valuation and MTM course
For a complete reference to equations and calculator referred to in this course catalog, please see the Derivative Pricing and Financial Risk Equation Glossary.
For topic specific equations, please see the following links:
Duration, Convexity and Asset Liability Management
Black Scholes, Derivative Pricing, Binomial Trees
Calculating Forward Prices and Forward Rates
Valuation of Interest Rate Swaps and Future Contracts
Financial Risk, Reward metrics and measures
Black Formula’s, Valuing Interest Rate Caps and Floors
