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An Intuition-Based Options Primer for Financial Engineering

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The course includes topics directly relevant to quant job interviews (interview questions videos are included for multiple sections) as well as to graduate studies in financial engineering. It was created by Prof. Dan Stefanica, a best-selling author and educator in financial engineering, and reflects his experience fostering highly successful careers for the graduates of the Baruch MFE program for over 15 years.

Educational requirements: knowledge of calculus and elementary knowledge of probability; programming knowledge not required, but useful.

Who will benefit: the course will prepare for entry level positions interviews and for graduate studies; emphasis is placed on depth of understanding of options trading arbitrage and options valuation models.
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Relevant to quant job interviews.
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.
Recommendation
Yes, I would recommend this program to a friend
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Excellent all-around options course
The course was extremely well thought out and put together. The lectures and notes we're extremely clear and the homework and quizzes were easily doable because of this. The grading of the homework provided great comments and help made this subject come very intuitive to me.
Recommendation
Yes, I would recommend this program to a friend
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Fantastic interview questions
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.
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Yes, I would recommend this program to a friend
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statquant
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Top content covering many relevant options topics
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.
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Yes, I would recommend this program to a friend
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High quality. Learn fundamental options theory
This primer course is of high quality. The exercises pushed me to truly understand the basics instead of learning by rote. The content is well-structured, and the knowledge it taught is fundamental and clear-cut.
Of course it is not perfect, since this is a newly opened course. But overall I enjoyed most of my time and I learnt a lot from it.
Recommendation
Yes, I would recommend this program to a friend
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