Course

FIN-404: Derivatives

Summary

This course provides a detailed presentation of the standard models for the valuation and hedging of derivatives products such as European options, American options, forward contracts, futures contract and exotic options.

Lectures

Instructors

Official source

https://edu.epfl.ch/coursebook/en/derivatives-FIN-404

Moodle Page

http://go.epfl.ch/FIN-404

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Summary

Lectures

Instructors

Official source

https://edu.epfl.ch/coursebook/en/derivatives-FIN-404

Moodle Page

http://go.epfl.ch/FIN-404

About this result

Lectures in this course (13)

Introduction to Derivatives

Introduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.

Introduction to Derivatives

Covers the basics of derivatives, including hedging, leveraging, spreads, payoffs, and pricing models for underlying assets.

Arbitrage in Multiperiod Models

Explores arbitrage in multiperiod models, covering dynamic trading, absence of arbitrage, trading strategies, discounted prices, and martingales.

Multiperiod Valuation and Hedging

Explores arbitrage, martingale measures, and market completeness in multiperiod models, focusing on pricing and hedging strategies.

The Binomial Model

Covers the binomial model for asset pricing, including options pricing and convergence to the Black-Scholes model.

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