Claim up to $500 in flight credits!
Get up to $500 in flight credits or grants toward study or internship programs abroad when you apply by January 01, 2025. See our Official Rules for full details.
Advanced Financial Derivatives
History, Politics & International Studies Program
Madrid, Spain
Dates: early Sep 2025 - mid Dec 2025
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.