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
Learn to price forward and futures contracts
Be familiar with futures contract specifications and market conventions
Understand the valuation of a variety of swap contracts
Learn how to extract credit risk measures from CDS spreads and asset swap spreads
Understand common trading strategies using futures, forwards, swaps and options
Develop a conceptual understanding of the Black-Scholes-Merton option valuation model
Use option sensitivities (the Greeks) to determine the impact of changing model parameters on option prices
Understand basic hedge accounting using futures, forwards, swaps and options