Claim up to $1,250 in flight credits!
Get up to $1,250 in flight credits or grants toward study or internship programs abroad when you apply by June 30, 2026. See our Official Rules for full details.
Advanced Financial Derivatives
Universidad Carlos III de Madrid - Direct Enroll Program
Madrid, Spain
Dates: late Aug 2027 - late Dec 2027
Advanced Financial Derivatives
OVERVIEW
CEA CAPA Partner Institution: Universidad Carlos III de Madrid
Location: Madrid, Spain
Primary Subject Area: Finance
Instruction in: English
Course Code: 14450
Transcript Source: Partner Institution
Course Details: Level 400
Recommended Semester Credits: 3
Contact Hours: 42
Prerequisites: Introductory course about Financial Derivatives
DESCRIPTION
FIRST PART: Binomial model, Black and Scholes model, volatility smile, Greeks.
SECOND PART: Interest rate models, interest rate derivatives.
THIRD PART: Credit risk models, commodities.
SECOND PART: Interest rate models, interest rate derivatives.
THIRD PART: Credit risk models, commodities.