• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Options Primer for Financial Engineering Course Testimonials

I really like the structure of the course, especially the detailed proofs in the additional material provided by Dan. I really like the part we delved into the asymptotic of BS model parameters, which in turn provided me insights and intuition behind the options. Rados is really active and timely in providing me feedback and answers to the questions I had! Many thanks to everyone who has been involved in organizing the course.
 
Probably the best course on options available online, it covers many of the things needed to do well in the finance portion of interviews, such as convexity/price arbitrages, greeks, implied volatility, option trading strategies, etc. Homeworks can get quite challenging at times, but the T.A. Rados is always there, answers all questions in depth and is very knowledgeable. The course also has some questions that require coding, so it can be a good refresher if you haven't coded in a while. All in all, I definitely recommend the course for everyone, whether you are an MFE applicant or preparing for job interviews.
 
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