Replication and Risk Management of Exotic Options

In this quantitative finance training course, we will focus on the replication and the risk management of exotic options.

We will discuss on the limits of the dynamic replication for some options such as binary or barrier options and present different ways to replicate such options statically with several concrete examples.

We will finally highlight the need of pricing models taking into account the volatility surface to price such options.

The course is composed of many videos, quizzes, applications and tutorials in Python.

A certificate of achievements will be delivered once the course has been completed with success.