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Derivatives Course

Derivatives Course
from 4 to 360h flexible workload
valid certificate in your country

What will I learn?

This course covers the full derivatives landscape, starting with market structure and instrument classification before moving into rigorous pricing and hedging techniques. You will learn no-arbitrage forward pricing, futures mechanics and hedge ratio construction, and the Black-Scholes-Merton framework for options valuation. The curriculum then addresses the Greeks, dynamic delta hedging, and volatility analysis, followed by comprehensive swap valuation and credit default swap mechanics. Advanced modules cover multi-leg options strategies, equity and fixed income overlays, structured products, and counterparty credit risk including CVA and FVA. Supplementary chapters address quantitative tools, regulatory compliance, and Python-based implementation.

Elevify advantages

Develop skills

  • Derivatives Pricing: Apply no-arbitrage models to price forwards, futures, options, and swaps.
  • Options Greeks Management: Construct and rebalance delta-neutral portfolios using key risk sensitivities.
  • Futures Hedging Design: Calculate optimal hedge ratios and evaluate hedge effectiveness across asset classes.
  • Swap Valuation: Bootstrap discount curves and mark interest rate and currency swaps to market.

Suggested summary

Before starting, you can change the chapters and workload. Choose which chapter to start with. Add or remove chapters. Increase or decrease the course workload
Workload: between 4 and 360 hours

What our students say

Your lessons are perfect. I purchased the one-year package and finally have the opportunity to follow various topics of my interest without needing to change platforms... I thank you for everything you do, I've already recommended you to other people...
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Giulio CarloDigital Marketing Student
I like how the lessons are straight to the point and how I can change chapters and skip content I don't need.
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