Advanced Derivatives: Pricing, Strategies & Risk Management
Decode Complex Derivatives and Learn to Price, Trade & Hedge Like a Pro
We don’t just teach the curriculum — we train you to think, apply, and gain your professional edge.
Learning Objectives:

By the end of the course, learners will be able to:
Price options using Black-Scholes and Binomial Models Interpret and apply option Greeks in dynamic hedging Understand volatility, implied vs. historical, and volatility smiles Build and analyze complex strategies like spreads, straddles, and collars Use swaps, futures, and options for interest rate & currency risk Evaluate real-life derivative use cases in trading and risk management
Derivatives Mastery by Krawl Edutech – Your On-Demand Gateway to Master Futures, Options & Swaps with Industry-Focused Precision
Derivatives Mastery by Krawl Edutech is a comprehensive, industry-oriented recorded program designed for learners who want to build a strong command over financial derivatives including futures, options, forwards, and swaps. Crafted for finance students, CFA/FRM candidates, and working professionals alike, this course brings together deep theoretical grounding with real-world application. With over 80 hours of high-quality recorded content, learners can master derivatives at their own pace—anytime, anywhere.
Each module is structured to break down complex topics into digestible lessons, backed by real-world examples, practical illustrations, and exam-style problem sets to reinforce learning. The course includes concept check quizzes, PDF notes, and step-by-step numericals, helping you grasp payoff diagrams, hedging strategies, pricing models, and arbitrage opportunities with clarity.
Whether you’re preparing for finance certifications or aiming to specialize in derivative instruments, Derivatives Mastery equips you with the analytical edge and conceptual clarity to excel.
Explore the curriculum below to see why this course is the go-to choice for mastering derivatives on-demand with confidence and flexibility.