Jaksa Cvitanic

Jaksa Cvitanic works in the fields of mathematical finance, financial engineering, and financial economics. He has taught related courses at Columbia University, University of Southern California, EDHEC Business School, and Caltech, for over two decades. He has been a co-editor of “Finance and Stochastics” and of “Mathematical Finance”. He has co-authored two books, “Introduction to the Economics and Mathematics of Financial Markets” and “Contract Theory in Continuous Time Models”, and more than fifty scientific articles.
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Apr 1st 2024

Course Auditing

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This is an introductory course on options and other financial derivatives, and their applications to risk management. We will start with defining derivatives and options, continue with discrete-time, binomial tree models, and then develop continuous-time, Brownian Motion models. A basic introduction to Stochastic, Ito Calculus will be given. The [...]

Pricing

Options

Financial Derivatives

Apr 1st 2024

Course Auditing

41.00 EUR

This course is archived

Pricing Options with Mathematical Models (edX)

Course Auditing

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Effort

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Introduction to the Black-Scholes-Merton model and other mathematical models for pricing financial derivatives and hedging risk in financial markets. This is an introductory course on options and other financial derivatives, and their applications to risk management.

This course is archived

Course Auditing