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In this course, you will :
- Learn the fundamentals of derivatives at a quantitative level.
- Master arbitrage, the core principle underlying derivatives, quantitative risk management and quantitative trading.
- Use derivatives to control and manage financial risk.
- Price forwards, futures, swaps and options.
- Understand the Black-Scholes theory and formula intuitively, avoiding stochastic calculus.
- Learn the limitations of the Black-Scholes theory, and how it is used in practice.
- Python based tools are provided for computations with bonds, yield curves, and options.
