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What Belongs in a Modern Derivatives Course? Academic and Industry Perspectives

Bridging theory and practice in teaching derivatives

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

Description

How do you balance the rigor of Black-Scholes and Greeks with the practical skills today’s finance students need? In this session, we’ll explore how derivatives courses can evolve to meet industry demands while staying rooted in core theory. Topics include:

  • Teaching the BSM Model and hedging as essential learning outcomes
  • Strategies for addressing the calculus barrier
  • Moving beyond formulas to show how hedging works in practice
  • Integrating Excel as a modern tool for building intuition and connecting classroom learning to real-world applications

The session will feature a live Excel demo from author Daniel Brown, showcasing how the BSM framework can be applied in the classroom to give students hands-on insight into how option dealers actually operate.

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.