Marinka May
Designer Teacher
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Experiences
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Education
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Options, Pricing and Risk Management
(Part 1)
In this course, you will have an introduction to derivatives, option pricing and risk management.
Week 1: Introduction to Derivatives Instrument
Week 2: Introduction to Arbitrage Free Pricing
Week 3: The Black-Scholes Model
Week 4: Option Greeks and Risk Management
10h+ to complete.
- Intermediate
- Advanced
- Expert
Options, Pricing and Risk Management
(Part 2)
In this second part we will focus on numerical methods to price options and on the replication and the risk management of exotic options.
Week 1: Monte Carlo Simulations
Week 2: Finite Difference Methods
Week 3: Replication and Risk Management of Exotic Options
15h+ to complete.
- Intermediate
- Advanced
- Expert
Options, Pricing and Risk Management
(Part 3)
In this third part, we will focus on the modelling of the volatility surface and the pricing of options with parametric and stochastic volatility models.
Week 1 – Volatility Surface Modelling: an Introduction
Week 2 – Volatility Surface Parameterization: the SVI Model
Week 3 – Stochastic Volatility Models: The Heston Model
Week 4 – Stochastic Volatility Models: The SABR Model
15h+ to complete.
- Intermediate
- Advanced
- Expert
Options, Pricing and Risk Management (Part 1)
In this course, you will have an introduction to derivatives, option pricing and risk management.
Week 1: Introduction to Derivatives Instrument
Week 2: Introduction to Arbitrage Free Pricing
Week 3: The Black-Scholes Model
Week 4: Option Greeks and Risk Management
Approximatively 8 hours to complete.
- Intermediate
- Advanced
- Expert
What is Quant Next
Powered by Raphaël DANDO and his worldwide experience in quantitative finance, Quant Next brings you various training courses to learn or to improve your quantitative skills.
Our courses are intended for quants, data scientists, risk managers, portfolio managers, traders in the financial industry.
Experiences
20 years spent working as a quant expert in investment banks in Paris, London, Hong Kong and New York with recognised expertise in derivatives, fixed income and quantitative strategies. Guest lecturer in universities in Paris.
Education
Graduated from ENSAE Paris, known as the specialization school of Ecole Polytechnique for statistics, data science and machine learning. Graduated from Master's in Statistics, Probabilities and Finance at Paris Diderot University with high honors. Graduated in Actuary.
For who ?
Quants, data scientists, risk managers, portfolio managers, traders in banks, asset management, hedge funds, pension funds or insurances
Students and professionals
What is Quant Next
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Vide, quantum, inquam, fallare, Torquate. oratio me istius philosophi non offendit; nam et complectitur verbis, quod vult, et dicit plane, quod intellegam; et tamen ego a philosopho, si afferat eloquentiam, non asperner, si non habeat, non admodum flagitem. re mihi non aeque satisfacit, et quidem locis pluribus. sed quot homines, tot sententiae; falli igitur possumus
Advanced Logo Design
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- 6hr 35m
- 7565
Brand Identity & Design
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- 2hr 47m
- 5733
Choose your learning path
Either follow all the courses of a specialization or pick and choose courses across specializations
Video content
Watch videos and learn with a self-paced approach from market practitioners
Interactive courses
Quiz and projects are made for you to practice and assimilate the content
Testimonial
Experienced teachers
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Sam Mikhail
Designer Teacher
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Marinka May
Marketing Teacher
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Thomas Cook
Logo Designer
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Our students work in companies such as
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