About

London School of Economics and Political Science's Options, Futures and Other Financial Derivatives course covers the concepts and models underlying the modern analysis and pricing of financial derivatives. The philosophy of the course is to first provide firm foundations for understanding derivatives in general.

Overview

Key facts

The required technical tools will be explained carefully, allowing students to learn the language and to be able to converse with derivatives professionals. Once the tools are in place, those same tools can then be applied to any derivative. Special emphasis will be put on those derivatives that shape the modern world.

London School of Economics and Political Science offers the Options, Futures and Other Financial Derivatives programme.

The first half of the course involves the review of the required tools, the setup of the pricing framework, the intuition of the methodology and the application to plain vanilla derivatives.The second half of the course applies those techniques to more advanced topics: exotic derivatives, volatility modelling (including stochastic volatility, local volatility and volatility derivatives such as variance swaps) and interest-rate derivatives.

Programme Structure

Courses include:

Arbitrage and Risk-Neutral Pricing
Basic Properties of Forwards and Options
The Binomial model of Cox, Ross and Rubinstein
A primer on Stochastic Calculus and continuous-time modeling
The Model of Black and Scholes
Greeks and Hedging Schemes

Key information

Duration

Full-time
- 3 days

Start dates & application deadlines

Starting 2024-06-17 00:00:00

Apply anytime.

Language

English

Credits

7 ECTS

Delivered

On Campus

Disciplines

Finance View 140 other Short Courses in Finance in United Kingdom

Academic requirements

We are not aware of any specific GRE, GMAT or GPA grading score requirements for this programme.

English requirements

We are not aware of any English requirements for this programme.

Student insurance

Make sure to cover your health, travel, and stay while studying abroad. Even global coverages can miss important items, so make sure your student insurance ticks all the following:

Additional medical costs (i.e. dental)
Repatriation, if something happens to you or your family
Liability
Home contents and baggage
Accidents
Legal aid

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Other requirements

General requirements

This course is suited to students wanting to build a firm and in-depth foundation for understanding derivatives, and enhance their technical skills surrounding these.If you are targeting a career in Trading, Hedge Funds, Investment Banking or Commercial Banking then you should consider this course.

Tuition Fee

To always see correct tuition fees

International

2950 GBP/full

Tuition Fee

Based on the tuition of 2950 GBP for the full programme during 3 days.
National

2950 GBP/full

Tuition Fee

Based on the tuition of 2950 GBP for the full programme during 3 days.

Student rate: £2,950
Standard rate: £3,950

Living costs for London

1137 - 2157 GBP /month

Living costs

The living costs include the total expenses per month, covering accommodation, public transportation, utilities (electricity, internet), books and groceries.

Funding

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Options, Futures and Other Financial Derivatives