Loading...

Course Description

Equity derivatives are one of the most exciting and fastest-growing investment categories. It’s important to note, however, that these instruments are considerably more complicated than equity and come with unique risks.

In this course, you will examine options and use the Julia programming language to calculate the payoff and profit of these investment products at expiration. Along the way, you will get hands-on experience with simulating options chains and computing profit diagrams. By the end of the course, you will be able to analyze the performance of individual contracts, understand the different styles and types of contracts, and explore combinations of contracts that can result in profitable trades regardless of whether the underlying equity asset price goes up, down, or stays the same.

You are required to have completed the following courses or have equivalent experience before taking this course:

  • Quantitative Modeling of Fixed Income Debt Securities
  • Equity Asset Pricing Using Stochastic Models

Faculty Author

Jeffrey D. Varner

Benefits to the Learner

  • Compute the profit and breakeven for European options contracts
  • Simulate the options chain for American call and put options
  • Compute the profit diagram for a Jade Lizard at expiration

Target Audience

  • Quantitative analysts
  • Finance professionals looking to upskill in data modeling
  • Engineers looking to transition into finance
  • Research scientists
  • Computer scientists
  • Personal investors

Applies Towards the Following Certificates

Loading...
Enroll Now - Select a section to enroll in
Type
2 week
Dates
May 21, 2025 to Jun 03, 2025
Total Number of Hours
16.0
Course Fee(s)
Regular Price $999.00
Type
2 week
Dates
Jul 16, 2025 to Jul 29, 2025
Total Number of Hours
16.0
Course Fee(s)
Regular Price $999.00
Type
2 week
Dates
Sep 10, 2025 to Sep 23, 2025
Total Number of Hours
16.0
Course Fee(s)
Regular Price $999.00
Type
2 week
Dates
Nov 05, 2025 to Nov 18, 2025
Total Number of Hours
16.0
Course Fee(s)
Regular Price $999.00
Type
2 week
Dates
Dec 31, 2025 to Jan 13, 2026
Total Number of Hours
16.0
Course Fee(s)
Regular Price $999.00
Required fields are indicated by .