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Financial modelling: options, swaps & derivatives

  An e-learning course to study online in your own time and pace. Acquire a working knowledge in financial engineering, using our unique problem-based learning environment with daily support and corrections from a professional teaching staff.  
  André Jaun
Associate professor at the Royal Institute of Technology

Head of Quants / Risk Manager at Signet Management

1. Introduction
2. A variety of securities
3. Random nature of markets
4. European payoff dynamics
5. Bond options & swaps
6. American payoff dynamics

At your own time and pace
Read the syllabus and listen to video recordings.
Choose your level of difficulty.
Edit applet parameters and develop an intuition with on-line experiments.
Download standalone CD-ROM software to your computer.
Real-time data and simulation
Use historical data and GARCH models to simulate your own market prices.
Calculate the fair price of a caplet and an interest rate swap in volatile markets.
Support and certification
Submit your assignments for correction, discuss related topics in a user forum, create contacts in virtual worlds.
Learning schemes:
  • Self-learning with applets, videos and feed-back from a virtual tutor (US$98).
  • Intensive course with advice and supervision from teachers (US$980).
  • Masters course also taught for students of the Swedish Netuniversity and the Adelaide University (US$1960, certificate).
    Benefit from 10% discount for each participant you recruit or apply for sponsorship to cover your tuition fee.

  • back up next financial engineering course to study online the hedging of stock portfolio bibliography © 2002-2005 & André JAUN,  NADA, Royal Institute of Technology, Stockholm