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    Back to Advanced Topics in Derivative Pricing

    Learner Reviews & Feedback for Advanced Topics in Derivative Pricing by Columbia University

    Filled StarFilled StarFilled StarFilled StarHalf Faded Star
    4.4
    stars
    30 ratings

    About the Course

    This course discusses topics in derivative pricing. The first module is designed to understand the Black-Scholes model and utilize it to derive
    Greeks, which measures the sensitivity of option value to variables such as underlying asset price, volatility, and time to maturity. Greeks are
    important in risk management and hedging and often used to measure portfolio value change. Then we will analyze risk management of
    derivatives portfolios from two perspectives—Greeks approach and scenario analysis. The second module reveals how option’s theoretical price
    links to real market price—by implied volatility. We will discuss pricing by volatility surface as well as explanations of volatility ...
    ...

    Top reviews

    PP

    Mar 2, 2025

    Filled StarFilled StarFilled StarFilled StarFilled Star

    Many thanks to the professors and the staff for creating such a resourceful package. Kudos to Dr. Haugh, for his exceptional efforts in teaching the core concepts behind the pricing of derivatives.

    HH

    Jul 3, 2024

    Filled StarFilled StarFilled StarFilled StarFilled Star

    The content is brand new. I had to make sure I fully understand the computational details to be able to implement correctly and get the quiz right.

    Filter by:

    1 - 8 of 8 Reviews for Advanced Topics in Derivative Pricing

    Filled StarFilled StarFilled StarFilled StarFilled Star

    By weiyang l

    •

    Oct 22, 2022

    Thank you Professors. This is a great course to gain hands-on knowledge of equity derivatives pricing (including some Exotics), credit derivative pricing (including some Exotics). There are also real options. It can be very frustrating to try to get the assignments correct. But when it happens, it is a big relieve and we have achieved to the next level. Appreciate all the efforts from Professors and teaching staffs!

    Filled StarFilled StarFilled StarFilled StarFilled Star

    By Julio J F B S

    •

    Feb 3, 2023

    The course is really amazing. I could learn a lot, i suffered becuse it was challenging. I recommend it, definetely!

    Filled StarStarStarStarStar

    By Jitesh L S

    •

    Aug 21, 2024

    Outdated Syllabus: The syllabus for this course appears to be significantly outdated. The material covered does not align with current industry standards or practical applications. As a result, the content is not beneficial for students looking to apply this knowledge in real-world scenarios. Course Content and Practical Relevance: The course material lacks practical relevance and fails to address contemporary challenges and techniques used in the field of financial engineering and risk management. This discrepancy between the course content and practical requirements has made it difficult to gain useful insights that can be applied in a professional setting. Exam Structure and Evaluation: The exams for this course are problematic. They are designed in a manner where answers are strictly graded based on specific calculations. This rigid approach does not accommodate alternative valid methods of solving problems and can result in penalties for students who might use different yet correct approaches. This method of evaluation does not reflect real-world problem-solving scenarios and is not conducive to a fair assessment of students’ understanding. Given these issues, I am unable to derive any meaningful value from the course

    Filled StarFilled StarFilled StarFilled StarFilled Star

    By Piyush P

    •

    Mar 2, 2025

    Many thanks to the professors and the staff for creating such a resourceful package. Kudos to Dr. Haugh, for his exceptional efforts in teaching the core concepts behind the pricing of derivatives.

    Filled StarFilled StarFilled StarFilled StarFilled Star

    By Hao H

    •

    Jul 3, 2024

    The content is brand new. I had to make sure I fully understand the computational details to be able to implement correctly and get the quiz right.

    Filled StarFilled StarFilled StarFilled StarFilled Star

    By Adjmal S S

    •

    Oct 26, 2022

    Fantastic course, I learned a lot. Many thanks to the instructors and the support team!

    Filled StarFilled StarFilled StarFilled StarFilled Star

    By hadi e

    •

    Jun 15, 2023

    perfect course for financial engineering

    Filled StarFilled StarFilled StarFilled StarFilled Star

    By Sourabh D

    •

    Dec 11, 2023

    Great Course

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