Excel and Python-Powered Derivatives Program
Complete Financial Derivatives [Basics to Advanced to Practical Applications]
Elevate your knowledge of financial derivative instruments with our comprehensive program. Our curriculum covers a wide range of derivatives, from plain vanilla to exotic, on equity, interest rate, currency/fx, and commodity. With a focus on practical skills and hands-on experience, you'll gain valuable insights into the development and validation of pricing and valuation models and learn best practices of applications of derivatives instruments.
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HOURS ON-DEMAND
PYTHON-BASED MODELS
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4.9
PYTHON PROJECTS
BLOGS PUBLISHED
RATING ACHIEVED
Master the Most Sought-After Career in Finance and Advance Your Career
Are you looking to build a career in financial derivatives? Our program is designed to provide you with the knowledge and skills you need to succeed. Our comprehensive curriculum covers everything from the basics of financial derivatives to advanced tactics for investing and managing risk.
Our program covers everything from the fundamentals of financial derivatives to advanced investing techniques for managing risk, ensuring that you are fully prepared to handle the challenges of this exciting industry. You will learn how to develop and validate pricing and valuation models for a range of instruments, including futures, options, swaps, and forwards, using state-of-the-art tools such as Excel and Python.
In addition to the core curriculum, you'll also have the opportunity to practice what you've learned through hands-on exercises and interactive projects. With our step-by-step, self-paced materials, you'll have the opportunity to learn and practice at your own pace. And with the use of Excel and Python, you'll have hands-on experience in applying your knowledge to real-world situations. Our experienced instructors will guide you through every step of the process, ensuring that you have a strong modeling in financial derivatives.
By the end of the program, you'll have the skills and knowledge you need to become a expert in financial derivatives. Don't miss this opportunity to take your career to the next level - enroll in our complete financial derivatives program today!
Premium Subscription
Complete Financial Derivatives
reach out to us at contact@thefinanalytics.com
INR 16,000
USD 200
Inclusions
Theory, Excel Modeling, Python Modeling
The Financial Book
INR 100
Ace Your Python Programming Interview
INR 100
Financial Derivatives Interview Handbook
INR 100
Mastering Market Risk: An Interview Prep Guide
INR 100
CV/Resume, Interviews, and Placement
Prerequisite: Welcome to Python Basics [ 20+ hours ] training program.
4-months [ 60+ Hours ] training program.
Get hands-on experience on real-world projects [ 14+ Projects ] and team collaboration.
Q&A support incl. excel and python model assistance.
Online instructor-led weekend live batch + recorded sessions available as fallback option.
Downloadable access to excel and python-based models.
Read access to financial book, interview guides, CV/Resume preparation, and reference materials.
Get placement opportunities and a certificate on completion.
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Program Coverage Curated By Experienced Mentors
We're focused on delivering practical skills to data science, data analytics, and finance professionals with an in-depth understanding & implementation using python. We never stop adding more content to it.
Introduction to Derivatives Market And Instruments
→ Terminologies & Risks Involved → Exchange-Traded vs. Over-The-Counter Traded Derivatives → Forward Commitment vs. Contingent Claims → Hedging vs. Speculation vs. Arbitrage & Arbitrage Principles → Instrument Pricing & Valuation | Assumptions Involved → Open Interest & Change in Open Interest → Call Option | Put Option | Ingredients of an Option Contract → Long (Buyer) vs. Short (Writer) Position → European Options vs. Bermudan Options vs. American Options → Motivation - Bullish | Bearish | Volatile | Non-Volatile → Moneyness | Intrinsic Value | Time (Extrinsic) Value → Payoff and Profit Profile - Call & Put Options → Path Dependent Options & Straight Options - EQ Option | IR Option | FX Option | COM Option | Futures Option | FRA Option | Swaption | Exotic Options
Introduction to Python Programming [7 Sessions]
Pricing And Valuation of Option Derivative Instruments, And Sensitivities
→ Binomial Model (Single-Period | Two-Period | Multi-Period) - Risk-Neutralization Approach | Delta-Hedging Approach | Replicating Portfolio Approach → Black Model | Black-Scholes-Merton Model - Assumptions | Pricing Formula → Monte-Carlo Simulation - Point Estimation | Path Estimation → Put-Call Parity Theorem → Excel Models - EQ Option | IR Option | FX Option | Futures Option | Swaption → Sensitivities - Delta | Gamma | Vega | Theta | Rho | Vanna | Volga → Historical vs. Implied Volatility | Volatility Skew & Smile → Static vs. Dynamic Hedging → Delta Hedging and Rebalancing to Remain Delta-Neutral → Delta Rebalancing Technique in Risk Profile → Gamma-Delta Hedging and Rebalancing to Remain Gamma-Delta-Neutral → Vega Hedging → Excel Model - Impact on Greeks [ Moneyness | Volatility | Time-Decay ]
Derivative Strategies And Analytics
→ Synthetic Strategies - Covered Call | Protective Put | Collar Strategy → Straddle Strategies - Long (Bottom) Straddle | Short (Top) Straddle Strategy → Strangle Strategies - Long (Bottom) Strangle | Short (Top) Strangle Strategy → Strip & Strap Strategies - Long Strip & Short Strip | Long Strap & Short Strap → Price Spread Strategies - Bullish Call | Bearish Call | Bullish Put | Bearish Put → Calendar (Time) Spread Strategies - Calendar | Reverse Calendar Strategy → Diagonal Spread Strategy | Box Spread Strategy → Implied Volatility & Volatility Skew - Smirk in Equity Stock & Index Options → Call-Put Implied Volatility (CPIV) Spread Trading → Open Interest | Change in Open Interest → Sentiment Analysis - Positional | Intraday → Put-Call Ratio (PCR) → Time Series Analysis of Select Strikes - Built-up | Square-off → Strategy Builder - Short Strangle | Short Strip
Pricing And Valuation of Futures Derivative Instruments, And Arbitrage
→ Futures - Equity | Fixed Income Bond | Currency | Commodities
→ Clearing House & Exchange
→ Margin Requirement - Initial | Maintenance | Variation
→ Contango vs. Backwardation
→ Arbitrage - Assumptions Involved | Cash and Carry Arbitrage | Reverse Cash and Carry Arbitrage
→ Hedging Futures & Beta Management using Futures → Factors Affecting Futures Price
→ Cost of Carry Model - Equity | Fixed Income Bond | Currency | Commodity
→ Valuation Model
Pricing And Valuation of Forward Derivative Instruments, And CounterParties
→ Forwards vs. Futures Contract
→ Central Clearing Party (CCP)
→ Delivery Options & Clearing Mandate
→ Counter Party Default Risk (CPDR)
→ ISDA Agreements
→ Netting Provisions → Central vs. Bilateral Market
→ Wrong-Way Risk - General | Specific | Collateral → Interest Rates
→ Pricing and Valuation of FRA Contracts
Pricing And Valuation of Swap Derivative Instruments
→ Swaps - Interest Rate | Currency | Equity | Commodity
→ Credit Default Swaps
→ Total Return Swaps
→ Pricing and Valuation of Swaps
Introduction to Credit Derivative Instruments, And Special Purpose Vehicles
→ Economic Capital & Regulatory Capital
→ Expected (PD | LGD | EAD) & Unexpected Loss (Insurance)
→ Introduction, Process & Reasons for undertaking Securitization
→ Structures of Special Purpose Vehicles - Credit Default Swaps (CDSs) | Credit Debt Obligations (CDOs) | Credit Loan Obligations (CLOs) | Asset-Backed Securities (ABSs)