Amal Moussa

Exotic options, interest rate derivatives, greeks, stochastic volatility

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.

Options pricing models + sell-side risk management techniques.

a good understanding of the derivative market and an insight into how traders think

Different derivatives, their pricing, how to think about risk given certain positions

Derivatives, Pricing of exotic options etc - 1

The course is probably the best in the master; the teacher is very competent and dedicated and teaches intuitions and views on the markets which are difficult to find in books. In addition, she does her best so that everyone understands whatever is their initial starting point. I would strongly recommend anyone who is interested in derivatives to take this course. 1 Columbia University: Arts & Sciences Fall 2023 Course: MATHGR5420_001_2023_3-MODEL&TRADEDERIVATIVES : MATHGR5420_001_2023_3 - MODEL & TRADE DERIVATIVES Instructor: Amal Moussa