Financial Derivatives: A Quantitative Finance View

所在平台: Udemy

课程主页: https://www.udemy.com/course/financial-derivatives/

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课程名称:金融衍生品:量化金融视角 课程概述: 该课程致力于帮助学生掌握金融衍生品及其在市场上的实际应用,特别是为希望在量化金融领域发展的专业人士提供了一个有效的知识通道。课程由拥有数学及金融量化博士学位的教师主讲,结合实践与理论,旨在让学生理解复杂的金融概念并提高其实用技能。 学生评价: 许多学生对课程内容赞不绝口,认为其超出了学校的金融课程,并期待将所学技能应用于职业生涯中。课程不仅提高了学生对量化金融的直觉理解,还提供了详细的问题解答,帮助他们克服学习难点。 课程内容: 课程涉及的主题包括但不限于: - 利率基础 - 定期与持续复利 - 贴现现金流分析 - 债券分析 - 股票、货币及商品资产基础 - 投资组合建模 - 套利原则 - 衍生品(远期、期货、掉期、期权) - 风险管理原则 - 随机过程与时间序列概念 - 资产价格的真正统计特性 - 选项定价模型及各类衍生品工具的实际应用 该课程还引入了Python工具,学生能够在计算债券、收益曲线和期权时使用这些工具,且所有软件均以MIT许可证发布,便于学生在今后的职业生涯中自由使用。 课程目标: 无论是金融新手还是已有定量背景的专业人士,完成本课程后,学生将能深入理解市场上主要的衍生品结构,并能在高压的金融环境中保持清晰的思维和分析能力。课程包含23小时的讲座及补充材料,等同于完整的一个学期课程,以极具性价比的价格提供,并附有30天退款保证。 欢迎报名,提升你的金融职业生涯,迈向量化金融的新阶段!

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Student Testimonials:This course offers an unreal value. Very rich content! This beats any financial course I've taken at my university. Looking forward to completing this course and using some of these skills in my career.-StevenCameron is an outstanding teacher. Thank you very much for making the most important and difficult Finance concepts so easy to understand. Looking forward to the further courses.-GevorgI got (am getting) some intuition about quant finance, not just leaning facts without really understanding the concepts.Cameron gives nice detailed answers to students questions.-RichInterested in a lucrative and rewarding position in quantitative finance? Are you a quantitative professional working in finance or a technical field and want to bridge the gap and become a full on quant? Then read on.The role of a quantitative analyst in an investment bank, hedge fund, or financial company is an attractive career option for many quantitatively skilled professionals working in finance or other fields like data science, technology or engineering. If this describes you, what you need to move to the next level is a gateway to the quantitative finance knowledge required for this role that builds on the technical foundations you have already mastered.This course is designed to be exactly such a gateway into the quant world. If you succeed in this course you will become a master of quantitative finance and the financial engineering of the most influential class of financial products that exist on markets today: derivatives.About the instructor:This course was created by a mathematician and financial quant holding a Ph.D. from the Courant Institute of Mathematical Sciences at NYU, and who earned his quant chops on Wall Street after an accomplished career as a theoretical materials scientist.The focus of the course is thus very much on the practical skills someone working in the trenches in the real world of finance needs to have. But since the course author also has 10 years of college teaching experience, it is taught with an eye to sound course structure and sensitivity to the concerns of students.What you will learn:Many finance students and professionals find derivatives the most challenging subject in their field. But if you have a background in quantitative fields like statistics or computer science this course will show you that these most daunting of financial products are completely accessible to you.Even if you are completely new to the world of finance, after completing this course you will have a deep mastery of the fundamental derivative structures traded on markets today: forwards, futures, swaps, and options. But since this course is presented by a practitioner you will also learn how derivatives are actually used in the real world, as tools for both speculation and risk management.The world of finance and markets is fast-paced and exciting, but can also be very intimidating. In the heat of the moment, the markets are volatile and unpredictable, positions go south in unanticipated ways, you have traders yelling at you, you have computer software failing, you're relying on data you can't trust. Keeping your head above water in this environment can be well nigh impossible.You need a conceptual framework that allows you to keep above the fray and keep your wits about you. In this course, my primary purpose is to convey that conceptual framework to my students. The same conceptual framework that allowed me to survive and thrive in the pits of Wall Street during the dark days of the financial crisis.Concerned that you may not have the required background to succeed in this course? As long as you meet the formal prerequisites you need not be. A quantitatively strong business background is more than enough to meet these requirements. Any decent course in statistics and the basics of calculus is enough. In truth, high school mathematics is all that is needed for 80-90% of the course material. The most important requirement is simply to think analytically and logically.Here is a sampling of some of the main topics that we'll cover on your journey into the quant profession:Interest rate fundamentalsPeriodic and continuous compoundingDiscounted cash flow analysisBond analysisThe fundamentals of equity, currency, and commodity assetsPortfolio modellingLong and short positionsThe principle of arbitrageThe Law of One PriceForwards, futures, and swapsRisk management principlesFutures hedgingStochastic processesTime series conceptsThe real statistics of asset prices: volatility clustering and autocorrelationFat-tailed distribution and their importance for financial assetsBrownian motionThe log-normal model of asset pricesOptionsPut-call parityThe binomial model of option pricingThe Black-Scholes theory and formulaOption greeks: delta, gamma, and vegaDynamic hedgingVolatility tradingImplied volatilityIncludes Python toolsPython based tools are now included for computations with bonds, yield curves, and options. All software that is part of this course is released under a permissive MIT license, so students are free to take these tools with them and use them in their future careers, include them in their own projects, whether open source or proprietary, anything you want!So Sign Up Now!Accelerate your finance career by taking this course, and advancing into quantitative finance. With 23 hours of lectures and supplemental course materials including 10 problem sets and solutions, the course content is equivalent to a full semester college course, available for a fraction of that price, not to mention a 30 day money back guarantee. You can't go wrong!

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