Advanced Financial Derivatives

Engineering & Social Sciences Program
Madrid, Spain

Dates: 8/28/22 - 12/23/22

Engineering & Social Sciences

Advanced Financial Derivatives

Advanced Financial Derivatives Course Overview

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.


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