Computational Finance Course- Lecture 1/14

Dear all,
For everyone interested in Computational Finance I have great news: together with Kees Oosterlee we have prepared a free course on Computational Finance.
It is a free ​series of lectures with more than 20h of recordings​ (materials like slides and Python codes are also provided- link in the description under each video).

Today I share Lecture 1. More will be posted shortly!​​​​ Enjoy!​

The content of the course is as follows:
—–> Lecture 1- Introduction and Overview of Asset Classes
Lecture 2- Stock, Options and Stochastics
Lecture 3- Option Pricing and Simulation in Python
Lecture 4- Implied Volatility
Lecture 5- Jump Processes
Lecture 6- Affine Jump Diffusion Processes
Lecture 7- Stochastic Volatility Models
Lecture 8- Fourier Transformation for Option Pricing
Lecture 9- Monte Carlo Simulation
Lecture 10- Monte Carlo Simulation of the Heston Model
Lecture 11- Hedging and Monte Carlo Greeks
Lecture 12- Forward Start Options and Model of Bates
Lecture 13- Exotic Derivatives
Lecture 14- Summary​

#computationalfinance#python#derivatives#pricingstrategies