This syllabus lists and describes the topics covered in this course. In a nutshell, the course aims to cover the basics in derivatives theory, and to apply them to a multitude of financial securities and structured products. The pricing of said engineered products is covered in theory first. We review selected case studies in order to gain a better understanding of their practical usage. We also implement some of the models numerically.

    Teacher: Picture of Yukiko HigashiPicture of Osmana RaiePicture of Jean-Pierre Zigrand