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Demystifying Derivatives: Making Options, Futures Click for Students

Connecting the BSM Hedging Framework to Portfolio Risk & Return in Investments

  • Higher Education
  • Event
  • On-demand
  • Finance
  • Derivatives Futures & Options
  • Investments
  • Education For All
  • 45 Minutes
  • On-Demand Video

Description

How do you connect the hedging framework introduced in a derivatives course to the risk/return framework of an investments class? In this webinar, author Daniel Brown demonstrates how the Black-Scholes model can be brought to life using Excel, overlaying expected return and standard deviation onto option portfolios. See how this approach helps students build intuition, visualize hedging in action, and understand derivatives as an extension of the same portfolio tools they encounter in investments.

About Your Speaker

  • Daniel Brown -

    Daniel Brown

    Daniel Brown is a teaching professor in the Finance department of the Leeds School of Business. Prior to joining the school, Daniel spent 18 years working on Wall Street and in the City of London. He spent 14 years at Credit Suisse primarily as a derivatives "quant" but also spending time in risk management and exotics derivatives trading. Following that he spent two years at CQS, a credit and convertible bond hedge fund, and two years at Morgan Stanley again as a derivatives quant.