edX
edXDerivatives
159 studentsBEGINNEREnglish
Korshub's take
Derivatives markets are vast and complex, but they rest on core principles. This course teaches you to price forwards, futures, and swaps; to understand credit risk from CDS spreads; and to apply the Black-Scholes-Merton framework to options pricing. Armed with the Greeks and practical hedging strategies, you'll understand how financial institutions manage risk and opportunity at scale across global markets.
About this course
Learn to price forward and futures contracts. ,Be familiar with futures contract specifications and market conventions. ,Understand the valuation of a variety of swap contracts. ,Learn how to extract credit risk measures from CDS spreads and asset swap spreads. ,Understand common trading strategies using futures, forwards, swaps and options. ,Develop a conceptual understanding of the Black-Scholes-Merton option valuation model. ,Use option sensitivities (the Greeks) to determine the impact of changing model parameters on option prices. ,Understand basic hedge accounting using futures, forwards, swaps and options.
Price
$1,434
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