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Master Class: Derivatives and Options Crash Course: Course Guide

The Derivatives and Options Crash Course was the very first course written for in the summer of 1999. This was the content that was used to run the first focus group on the product in Kamal Jeddidi’s class on product development. Interestingly enough while our inspiration was the desire to take the pain out of learning about derivative products, the Crash Course never made it to the course offering on Avicena.

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 Four: Payoff profiles – Options, Calls and Puts

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:

Calculating Value at Risk

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

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