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Quantitative Finance & Derivatives

Master quantitative finance from mathematical foundations through derivatives pricing, risk management, portfolio theory, and algorithmic trading — all with hands-on Python implementations.

7 modules 35 lessons ~9h AI voice coach
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Course Outline

1

Foundations of Quantitative Finance

5 lessons

Build the mathematical and statistical foundation needed for quantitative finance — random walks, probability distributions, and market efficiency.

What is Quantitative Finance
Random Walks & Brownian Motion
Probability Distributions in Finance
Statistical Concepts for Finance
The Efficient Market Hypothesis
2

Derivatives Instruments

5 lessons

Understand the major categories of financial derivatives — forwards, futures, options, and swaps — and how they are used for hedging and speculation.

What are Derivatives
Forward & Futures Contracts
Options: Calls, Puts & Payoffs
Options Strategies
Swaps: Interest Rate & Currency
3

Options Pricing Models

5 lessons

Master the core options pricing models — binomial trees, Black-Scholes, the Greeks, implied volatility, and put-call parity.

Binomial Options Pricing Model
The Black-Scholes Formula
The Greeks: Delta, Gamma, Theta, Vega, Rho
Implied Volatility & the Volatility Smile
Put-Call Parity
4

Risk Management

5 lessons

Learn the quantitative tools for measuring and managing financial risk — Value at Risk, Expected Shortfall, stress testing, credit risk, and operational risk.

Value at Risk (VaR)
Expected Shortfall (CVaR)
Risk Metrics & Stress Testing
Credit Risk Models
Operational Risk
5

Fixed Income Quantitative Methods

5 lessons

Master bond mathematics, term structure models, yield curve construction, swap pricing, and mortgage-backed securities.

Bond Mathematics
Term Structure Models
Yield Curve Construction
Interest Rate Swaps Pricing
Mortgage-Backed Securities
6

Portfolio Theory

5 lessons

Master modern portfolio theory — mean-variance optimization, CAPM, multi-factor models, APT, and the Black-Litterman framework for combining quantitative models with investor views.

Mean-Variance Optimization
Capital Asset Pricing Model (CAPM)
Fama-French Three-Factor Model
Arbitrage Pricing Theory (APT)
Black-Litterman Model
7

Algorithmic Trading

5 lessons

Explore the world of algorithmic trading — from market microstructure and order types to momentum strategies, mean reversion, and rigorous backtesting methodology.

Algorithmic Trading Fundamentals
Market Microstructure
Momentum Strategies
Mean Reversion Strategies
Backtesting Strategies