Model & Trade Derivatives · Mathematics
Exotic options, interest rate derivatives, greeks, stochastic volatility
If you want to know what does exotic option/volatility trading desk do in banks, definitely recommend this since the professor teaches very practical things like what she does in her daily work. A good foundation on stochastic process and option pricing can help you learn this course more efficiently. 1 Columbia University: Arts & Sciences Fall 2021 Course: MATHGR5420_001_2021_3-MODEL&TRADEDERIVATIVES : MATHGR5420_001_2021_3 - MODEL & TRADE DERIVATIVES Instructor: Amal Moussa
Knowledge: BS model, Greeks, implied volatility, local volatility model, stochastic volatility model, pure volatility products, pricing and hedging of exotic options, multi-asset products, structured products, interest rate instruments, quanto and compo, etc. Skills: ability to analyze different risks of complicated products, derivative terms used at exotic desks Perspectives: learned the importance of tracking the market and keeping some important numbers in mind
How to price and model different types of options
Very practical knowledges of derivatives
Extremely useful and practical knowledge of options.
Very useful for students with no full-time knowledge about derivatives 1 Columbia University: Arts & Sciences Fall 2022 Course: MATHGR5420_001_2022_3-MODEL&TRADEDERIVATIVES : MATHGR5420_001_2022_3 - MODEL & TRADE DERIVATIVES Instructor: Amal Moussa
Options pricing models + sell-side risk management techniques.
a good understanding of the derivative market and an insight into how traders think