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
