Derivatives
Master the pricing of financial derivatives and risk management through practical applications and real-world insights.
Master the pricing of financial derivatives and risk management through practical applications and real-world insights.
This course cannot be purchased separately - to access the complete learning experience, graded assignments, and earn certificates, you'll need to enroll in the full Financial Markets Specialization program. You can audit this specific course for free to explore the content, which includes access to course materials and lectures. This allows you to learn at your own pace without any financial commitment.
Instructors:
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What you'll learn
Master derivative pricing models and techniques
Understand financial market fundamentals
Apply Monte Carlo methods for option pricing
Evaluate investment strategies and risk management
Analyze fixed income products and credit risk
Skills you'll gain
This course includes:
6.5 Hours PreRecorded video
9 assignments
Access on Mobile, Tablet, Desktop
FullTime access
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There are 5 modules in this course
This comprehensive course covers standard derivative pricing models in both discrete and continuous time frameworks. Students learn essential concepts in financial markets, security pricing, and arbitrage while mastering techniques for evaluating investment strategies and calculating derivative prices using various methods including Monte Carlo simulations.
Financial assets
Module 1 · 2 Hours to complete
Discrete time models
Module 2 · 1 Hours to complete
Continuous time models
Module 3 · 1 Hours to complete
Pricing fixed income products
Module 4 · 1 Hours to complete
Numerical methods for option pricing
Module 5 · 1 Hours to complete
Fee Structure
Instructor
Distinguished Economics Professor and Financial Research Expert
Giuliano Antonio Curatola serves as an Associate Professor of Economics at the University of Siena's Department of Economics and Statistics while holding a position as External Research Affiliate at the Leibniz Institute for Financial Research SAFE. His academic journey includes an MSc in Business Administration from the University of Calabria and a PhD in Finance from the Swiss Finance Institute and Ecole Polytechnique Fédérale de Lausanne. Prior to his current role, he contributed as an Assistant Professor at Goethe University Frankfurt. At Siena, he specializes in teaching Monetary Economics for the MSc in Finance program, International Economics, and Macroeconomics, bringing expertise in theoretical financial market models and their practical applications. His research portfolio spans equilibrium asset pricing, portfolio theory, behavioral finance, investment-specific shocks, and the relationship between asset prices and business cycles. Curatola has made significant contributions to academic literature, particularly in areas such as investor sentiment, sectoral stock returns, risk-taking incentives of inside debt, loss aversion in asset pricing, and his recent work explores international capital markets and technology trade with asymmetric tax regimes.
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