Skip to main content

Derivatives Markets: Advanced Modeling and Strategies

Financial derivatives are ubiquitous in global capital markets. Students will obtain a sophisticated understanding of valuation methods; tools for quantifying, hedging, and speculating on risk; and a basic familiarity with major markets and instruments.

Derivatives Markets: Advanced Modeling and Strategies

Choose your session:

13,737 already enrolled! After a course session ends, it will be archived.
Starts Sep 29
Ends Dec 21
Starts Jun 29, 2022
Ends Sep 20, 2022
Estimated 12 weeks
10–14 hours per week
Instructor-paced
Instructor-led on a course schedule
Free
Optional upgrade available

About this course

Skip About this course

Financial derivatives are ubiquitous in global capital markets, and those products and the institutions around them continue to evolve at a rapid pace. This course is part of the MicroMasters® Program in Finance, and is designed for students seeking to develop a sophisticated and durable understanding of valuation and hedging methods, and a basic familiarity with major markets and instruments. Tools for quantifying, hedging, and speculating on risk are emphasized.

Topics include forwards, futures and options in the stock, fixed income and commodity markets, exotic options, real options, interest rate and currency swaps, mortgages, credit risk, securitization, the yield curve, duration and convexity.

The knowledge and skills acquired are essential for any well-trained financial practitioner. They will be most useful for those planning a career in sales and trading, portfolio management, commercial banking, investment banking, insurance, as a hedge fund manager, or as an analyst or manager in a public sector financial institution, central bank, or financial regulatory agency. Corporate financial managers, as consumers of complex financial products and hedging instruments, will also benefit from this knowledge. The course is excellent preparation for anyone planning to take the CFA exams.

At a glance

  • Institution: MITx
  • Subject: Economics & Finance
  • Level: Advanced
  • Prerequisites:
    • 415.1x Foundations of Modern Finance I
    • 415.1x Foundations of Modern Finance II
  • Language: English
  • Video Transcript: English
  • Associated programs:

What you'll learn

Skip What you'll learn
  • Advanced derivatives pricing approaches adaptable to valuing new products
  • The many ways to shape risk exposure with derivatives
  • Important facts about the world’s largest financial markets

About the instructors

Who can take this course?

Unfortunately, learners residing in one or more of the following countries or regions will not be able to register for this course: Iran, Cuba and the Crimea region of Ukraine. While edX has sought licenses from the U.S. Office of Foreign Assets Control (OFAC) to offer our courses to learners in these countries and regions, the licenses we have received are not broad enough to allow us to offer this course in all locations. edX truly regrets that U.S. sanctions prevent us from offering all of our courses to everyone, no matter where they live.

Interested in this course for your business or team?

Train your employees in the most in-demand topics, with edX for Business.