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MITx: Derivatives Markets: Advanced Modeling and Strategies

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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
12 weeks
10–14 hours per week
Instructor-paced
Instructor-led on a course schedule
Free
Optional upgrade available

There is one session available:

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Starts Sep 18
Ends Dec 18

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
  • Associated programs:
  • Language: English
  • Video Transcript: English
  • Associated skills:Futures, Portfolio Management, Hedging, Mortgage Loans, Investment Banking, Futures Exchange, Capital Markets, Commercial Banking, Chartered Financial Analyst, Finance, Hedge Funds, Planning, Fixed Income, Securitization, Commodity Market, Sales, Financial Services, Derivatives Markets, Derivatives, Credit Risk

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

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.

This course is part of Finance MicroMasters Program

Learn more 
Expert instruction
6 graduate-level courses
Instructor-led
Assignments and exams have specific due dates
1 year 4 months
10 - 14 hours per week

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