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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
- 19 days
Start dates & application deadlines
- StartingApplication deadline not specified.
More details
- Visit the website for full details.
Language
English
Credits
7 ECTS
- 3-4 credits (US)
- 7.5 ECTS points (EU)
Delivered
On Campus
Campus Location
- London, United Kingdom
Disciplines
Finance View 122 other Short Courses in Finance in United KingdomWhat students do after studying
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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.
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 Fees
Tuition fees are shown in and the most likely applicable fee is shown based on your nationality.
-
International Applies to you
Applies to youNon-residents4150 GBP / full≈ 4150 GBP / full -
Domestic Applies to you
Applies to youCitizens or residents4150 GBP / full≈ 4150 GBP / full
Additional Details
- One Session - £4,150
- Two sessions - £7,300
- Three sessions - £9,000
Living costs
London
United Kingdom
1137 - 2157 GBP / month
The living costs include the total expenses per month, covering accommodation, public transportation, utilities (electricity, internet), books and groceries.
Funding
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