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Derivatives
This course covers standard derivative pricing models. Both discrete time and continuous time techniques are considered. The course also includes an introduction to numerical option pricing, in particular the Monte Carlo Method.
After this course, students should have a good knowledge of financial markets, security pricing, arbitrage, interest rates, risk and return. Contents:
1) Definition and classification of financial assets
2) Discrete-time pricing models
3) Continuous-time pricing models
4) Fixed income products
5) Monte Carlo methods for derivative pricing
Duration
5 Months
Institution
Università di Napoli Federico II
Format
Online
Eligibility Criteria
school
Academic Foundation
A recognized Bachelor’s degree or high school equivalent required for admission into Università di Napoli Federico II.
language
Language Proficiency
English proficiency required. IELTS, TOEFL, or standard medium-of-instruction certificates accepted.
Detailed Fees Breakdown
Base Tuition Fee
$379
Total Est. Investment
$379
Scholarships and early-bird waivers may apply. Contact admissions for exact institutional fees.
Academic Trajectory
Program Outcome
Graduates of the Derivatives program at Università di Napoli Federico II are equipped with global perspectives, ready to excel in international markets and top-tier career opportunities.