Introdução a instrumentos DERIVATIVOS com PYTHON para QUANTS

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Go to Course: https://www.udemy.com/course/introducao-a-instrumentos-derivativos-e-mercados-derivativos/

Introduction

Certainly! Here's a comprehensive review and recommendation for the course based on the provided details: --- **Course Review and Recommendation: Introduction to Financial Engineering on Coursera** If you're interested in diving into the world of Financial Engineering, this course offers an excellent starting point. It's the first part of a broader program on Financial Engineering, providing foundational knowledge that is crucial for anyone aiming to understand derivatives, risk management, and quantitative finance. **Course Content Overview:** This course covers a wide range of fundamental topics: - Basic financial concepts: different types of assets, real vs. financial assets, and asset classes - Derivatives: understanding what they are, how their payoffs differ from actual profit/loss, and their valuation - Financial contracts: detailed insights into forwards, futures, options (plain vanilla and exotics), and swaps, including their mechanics and uses - Advanced theoretical models: binomial model, Martingale Pricing Approach, stochastic calculus, and the Black & Scholes PDE - Practical applications: Monte Carlo simulation for derivative pricing - Python programming: approximately 18 hours focused on data acquisition, risk management, portfolio management, and derivative valuation **What Makes This Course Stand Out?** - **Comprehensive Content:** The course balances theory with practical applications, making complex concepts accessible. - **Python Integration:** The emphasis on Python programming is especially valuable, equipping students with essential skills for data analysis and financial modeling. - **Step-by-Step Approach:** Starting with basic concepts and progressing to sophisticated models allows learners to build a strong foundation. - **Continuous Updates:** The course is regularly updated, reflecting the latest developments in financial engineering and technology. **Who Should Enroll?** - Students and professionals interested in finance, risk management, quantitative analysis, or those seeking to understand derivatives. - Beginners with some background in finance, mathematics, or programming who want to deepen their understanding. - Individuals aiming to acquire practical skills in Python for financial applications. **Final Verdict:** Highly recommended for learners who want a thorough introduction to financial derivatives and the associated computational methods. The course’s combination of theoretical rigor and practical Python applications makes it well-suited for both academic pursuits and industry readiness. --- **Pros:** - Well-structured curriculum covering core concepts and advanced models - Strong emphasis on programming skills with real-world applications - Continuous updates ensure relevance **Cons:** - May be challenging for complete beginners without prior finance or programming knowledge (though not impossible) - 18 hours of Python might require some prior coding experience for maximum benefit --- **Conclusion:** If your goal is to gain a solid understanding of financial derivatives, risk management strategies, and get hands-on experience with Python programming, this course on Coursera is an excellent choice. Its comprehensive approach, coupled with practical insights, provides a robust foundation to advance further into the field of financial engineering. --- **Enroll now** to start your journey into the fascinating world of financial derivatives and quantitative finance!

Overview

Esse é o primeiro curso dentro de um assunto muito mais abrangente chamado "Engenharia Financeira (Financial Engineering)". Além de muito conteúdo sobre Derivativos, agora temos aproximadamente 18 horas de aulas de Python - com aplicações a gestão de riscos, de gestão de carteiras e derivativos. Aqui você vai aprender:O que são ativos, classes de ativos, ativos reais, ativos financeiros.O que são derivativos financeiros.O que é o payoff de um contrato derivativo, e ver exemplos de payoffs.A diferença entre o payoff e o lucro/prejuízo de um contrato derivativo.O que é o preço de um derivativo financeiro.O que é, como funciona e para que é usado um contrato forward.O que é, como funciona e para que são usados os contratos futuros (futures contracts).O que é, como funciona e para que são usadas as opções plain vanilla (call, put).O que é, como funciona e para que é usado um contrato de swap.O que é, como funcionam e para que são usadas algumas opções exóticas.Modelo binomial e introdução ao Martingale Pricing ApproachNoções de cálculo estocástico e Lemma de ItoMartingale Pricing Approach em tempo contínuo No Arbitrage Pricing ApproachDedução da equação diferencial parcial de Black & ScholesSimulação de Monte Carlo para precificação de derivativosIntrodução ao Python (18 horas de aulas) com aplicações em obtenção de dados na internet, gestão de riscos, gestão de carteiras, precificação de derivativos. Esse curso será continuamente atualizado.

Skills

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