Online course in financial modelling: options, swaps and derivatives

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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 this unique problem-based learning environment. Work through the first part any time of the year with automatic corrections from a Virtual Tutor; complete the second part on-line for an accademic accreditation with daily support from a human teacher.
	André Jaun Associate professor at the Royal Institute of Technology Head of Quants / Risk Manager at Signet Management

Modules
1. Introduction
2. A variety of securities
3. Random nature of markets
4. European payoff dynamics
5. Bond options and swaps
6. American payoff dynamics
Register now for the Swedish Netuniversity (02 Oct-15 Dec 06)

At your own time and pace

Read the syllabus, listen to video recordings, answer computer quiz.

Choose your own level of difficulty.
Edit applet parameters and develop an intuition with on-line experiments.
Download standalone software to your computer.

Real-time data and simulation

Use historical data and GARCH models to simulate your market prices.

Calculate the fair price of a caplet and an interest rate swap in volatile markets.

Support and certification

This is the web edition of the course 2D4282 taught at the Royal Institute of Technology in Stockholm.

Guidelines:

Swedish residents. Register telling your COMPLETE PN to start studying now (2 pts). Fill-in an extra form to enrol for the second part with accreditation (Oct-Dec, 2 pts).

EU students. Register specifing your date of birth and a professor to contact. Start now or wait until you are officially accepted (6 ECTS).

The course is sponsored by the Swedish government and is free of charge for students from European universities!

	You can help us and sponsor this open-learning website to keep it accessible free of charge for everyone using a simple click below: US$ 10 (e-paperback), US$ 35 (e-book), US$ 100 (student). Thank you for your support and enjoy...