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    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
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    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

What I like most about this option course is its content. It covers a broad range of topics, starting from self-financing replicating portfolio, then risk neutral pricing, all the way up to Black-Scholes PDE. Mathematical expositions are very clear, finance concepts are well explained.
I just hope this course can progress faster. It took me more than 5 months to finish it. It would've been nice if it were just about 3 months.
 
This is a great course in general. It covers all core topics in option pricing. The interview question part is especially fantastic, which you can rarely find in other courses. The lecture material is really detailed and substantial. And the homework is very comprehensive and practical. Both lecturer and TA are very patient and helpful. Therefore, it meets my original goal for taking this course.
 
This course is really great. It helps me improve the understanding of options. I think theoretical knowledge is the base of everything and this course definitely provides a solid foundation for future studying about options. Even though I was a bit rushed to the end because of some personal reasons, I did really enjoy it.
 
This course is well-structured. Intuitions behind the options arbitrage, options trading strategies, and BS model are well explained. The analytical proofs are succinct and elegant. Interview questions are directly relevant to quant job interviews.
I feel more confident in applying to MFE programs. Many thanks to Dan, Rados, and QuantNet.
 
This course is really significant for both graduate studies and entry interview questions. Professor Dan Dan Stefanica offers excellent content with his expertise, where you can hear from the street. My TA Rados Radoicic provided feedback usually within half a day. He checks the assignments very carefully. I really recommend this course.

I finished C++ for Financial Engineering course from QuantNet and decided to take this course. A Baruch alumnus recommended I take this course to prepare for interviews.
 
I quite liked the course overall. My previous experience in the past has always been with numerical methods for pricing and risking options in a black scholes or similar framework, and I really just wanted an intuitive look at the different pieces that make up options. This intuitive framework with focusing on put call parity and asymptotic analysis as you take certain parameters to extreme values is exactly what I was looking for. I think the wide variety of interview questions alone makes the course extremely important and valuable for students and experienced professionals alike.
 
I have learned a range of things about option concepts, pricing, trading, etc. from this course and have been able to integrate this knowledge in a step-by-step training program. I think the pace and content of this course is excellent. What impressed me the most was some of the arbitrage strategies on convex and the derivation of the Black-Scholes pricing model from the most basic expectation and risk-neutral principles. All in all, an excellent and memorable course.
 
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