Options, Futures and Other Financial Derivatives from LSE

LSE is an excellent brand to have on your resume. This course was developed by their Finance Department and is taught by their faculty. It's a fantastic opportunity to learn from some of finance's top academics. This course introduces the concepts and models that underpin modern financial derivative analysis and pricing. The course's underlying philosophy is to first lay the groundwork for understanding derivatives in general. The necessary technical tools will be thoroughly explained, allowing students to learn the language and converse with derivatives professionals. After the tools are in place, they can be applied to any derivative. The derivatives that shape the modern world will receive special attention.

The first half of the course consists of a review of the necessary tools, the setup of the pricing framework, the intuition of the methodology, and its application to plain vanilla derivatives. In the second half of the course, these techniques are applied to more advanced topics such as exotic derivatives, volatility modeling (including stochastic volatility, local volatility, and volatility derivatives such as variance swaps), and interest-rate derivatives.

Duration: Around 3 weeks.

Format: Fully online, on-demand

Google rating: 4.0/5.0

Enroll here: lse.ac.uk/study-at-lse/summer-schools/Summer-School/Courses/Secure/Finance/FM360