Professional Certificate in Derivatives
Course Features
Duration
4 months
Delivery Method
Online
Available on
Limited Access
Accessibility
Desktop, Laptop
Language
English
Subtitles
English
Level
Beginner
Effort
2 hours per week
Teaching Type
Self Paced
Course Description
Course Overview
International Faculty
Post Course Interactions
Instructor-Moderated Discussions
Skills You Will Gain
What You Will Learn
Be familiar with futures contract specifications and market conventions
Develop a conceptual understanding of the Black-Scholes-Merton option valuation model
Learn how to extract credit risk measures from CDS spreads and asset swap spreads
Understand basic hedge accounting using futures, forwards, swaps and options
Understand common trading strategies using futures, forwards, swaps and options
Understand the valuation of a variety of swap contracts
Use option sensitivities (the Greeks) to determine the impact of changing model parameters on option prices
Learn to price forward and futures contracts