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Advanced Financial Derivatives
Engineering & Social Sciences Program
Madrid, Spain
Dates: 8/30/21 - 12/23/21
Advanced Financial Derivatives
OVERVIEW
CEA CAPA Partner Institution: Universidad Carlos III de Madrid
Location: Madrid, Spain
Primary Subject Area: Finance
Instruction in: English
Course Code: 14450
Transcript Source: Partner Institution
Course Details: Level 400
Recommended Semester Credits: 3
Contact Hours: 42
Prerequisites: Introductory course about Financial Derivatives
DESCRIPTION
FIRST PART: Binomial model, Black and Scholes model, volatility smile, Greeks.
SECOND PART: Interest rate models, interest rate derivatives.
THIRD PART: Credit risk models, commodities.
SECOND PART: Interest rate models, interest rate derivatives.
THIRD PART: Credit risk models, commodities.