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所在平台: Udemy |
课程主页: https://www.udemy.com/course/mathematical-option-pricing/
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**Coursera课程：数学期权定价** **课程概述：** 本课程专为数学专业学生及金融（银行、保险）行业专业人士设计，旨在帮助您掌握数学期权定价的核心知识和技能。通过清晰的讲解和包含5个练习题及解答，您将能够自信地处理金融衍生品。 **课程亮点：** * **易于理解：** 概念讲解清晰明了。 * **内容全面：** 涵盖期权定价的关键模型和技术。 * **实用性强：** 理论与实践相结合，注重技能培养。 * **直击要点：** 专注核心知识，高效学习。 **课程内容：** * Black-Scholes模型假设 * 风险中性概率 * 股票过程与远期 * Black-Scholes方程 * 欧式期权 * Breeden-Litzenberger * Fokker-Planck方程 * 局部波动率 * 障碍期权 * 反射原理 * Ornstein-Uhlenbeck过程 **课程优势：** * **讲师背景：** Thomas Dacourt，拥有十年金融领域量化分析经验，在伦敦顶级投资银行任职，专业背景扎实。 * **学习支持：** 提供5个包含解答的练习题，巩固学习效果。 * **额外福利：** * 终身访问权限 * 问答区提供支持 * 结业证书 * 30天无忧退款保证 **适用人群：** * 希望学习或巩固数学期权定价的数学专业学生。 * 希望提升理论知识的银行或保险行业专业人士。
Are you a maths student who wants to discover or consolidate your Mathematical Option Pricing? Are you a professional in the banking or insurance industry who wants to improve your theoretical knowledge?Well then you've come to the right place!Mathematical Option Pricing by Thomas Dacourt is designed for you, with clear lectures and 5 exercises and solutions.In no time at all, you will acquire the fundamental skills that will allow you to confidently manipulate financial derivatives. The course is:Easy to understandComprehensivePracticalTo the pointWe will cover the following:Black Scholes AssumptionsRisk Neutral ProbabilityStock Process, ForwardBlack Scholes EquationVanilla OptionsBreeden LitzenbergerFokker Planck EquationLocal VolatilityBarrier OptionsReflection PrincipleOrnstein UhlenbeckThese key concepts form the basis for understanding mathematical option pricing.Along with the lectures, there are 5 downloadable exercises with solutions provided which are designed to check and reinforce your understanding.The instructorI am Thomas Dacourt and I am currently working as a senior quantitative analyst for a prestigious investment bank in London. I have held various quant positions in equity, commodities and credit in London over the last 10 years. I have studied mathematics and applied mathematics in France and financial engineering in London. YOU WILL ALSO GET:Lifetime AccessQ & A section with supportCertificate of completion30-day money-back guarantee
