Master sophisticated derivatives pricing, risk hedging, and financial market strategies. Ideal for finance professionals seeking advanced expertise.
Master sophisticated derivatives pricing, risk hedging, and financial market strategies. Ideal for finance professionals seeking advanced expertise.
This comprehensive course delves into the complex world of financial derivatives and global capital markets. Students will develop advanced understanding of valuation methods, risk quantification tools, and hedging strategies. The curriculum covers forwards, futures, options across various markets, exotic options, real options, swaps, mortgages, credit risk, and securitization. Designed for financial practitioners, the course provides essential knowledge for careers in trading, portfolio management, banking, and regulatory roles. It serves as excellent preparation for CFA exams and offers practical insights for corporate financial managers working with complex financial products.
4.2
(39 ratings)
Instructors:
English
English
What you'll learn
Master advanced derivatives pricing methodologies for complex financial products
Develop sophisticated risk management and hedging strategies
Understand the dynamics of global financial markets and instruments
Analyze various types of options, swaps, and fixed income derivatives
Evaluate credit risk and securitization structures
Apply theoretical concepts to real-world trading and investment scenarios
Skills you'll gain
This course includes:
PreRecorded video
Graded assignments, exams
Access on Mobile, Tablet, Desktop
Limited Access access
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Module Description
This advanced course in derivatives markets and financial modeling provides comprehensive coverage of sophisticated valuation methods and risk management strategies. The curriculum encompasses various financial instruments including forwards, futures, options, swaps, and securitized products across stock, fixed income, and commodity markets. Students learn advanced pricing approaches, risk exposure management, and practical applications in major financial markets. The course emphasizes both theoretical understanding and practical implementation, preparing participants for high-level roles in financial institutions.
Fee Structure
Instructors

5 Courses
Executive Director of the MicroMasters Program in Finance at MIT
Egor Matveyev is the Executive Director of the MicroMasters Program in Finance and a Senior Lecturer in Finance at the MIT Sloan School of Management. His research interests encompass corporate finance, organizational economics, and corporate governance, focusing on topics such as corporate director labor markets, the influence of management teams and CEOs on firm performance, and the valuation challenges investors face regarding firms' investment options. Matveyev teaches courses including 15.401 Managerial Finance and 15.434 Advanced Corporate Finance.

8 Courses
Leading Financial Policy and Government Economics
Deborah Lucas serves as the Sloan Distinguished Professor of Finance at MIT's Sloan School of Management and Director of the MIT Golub Center for Finance and Policy. Her academic foundation was built at the University of Chicago, where she earned her BA, MA, and Ph.D. in Economics. Her research expertise lies at the intersection of finance and policy, focusing on measuring and accounting for government financial obligations and risks. Her work spans critical areas including federal credit programs, asset pricing, corporate finance, and monetary economics.
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