Jaksa Cvitanic works in the fields of mathematical finance, financial engineering, and financial economics. He has taught related courses at Columbia University, University of Southern California, EDHEC Business School, and Caltech, for over two decades. He has been a co-editor of “Finance and Stochastics” and of “Mathematical Finance”. He has co-authored two books, “Introduction to the Economics and Mathematics of Financial Markets” and “Contract Theory in Continuous Time Models”, and more than fifty scientific articles.
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Coursera
Dive into the world of options and financial derivatives with our introductory course designed for beginners. Master risk management techniques by exploring discrete-time and continuous-time models, including binomial trees, Brownian Motion, and Stochastic Calculus. Gain a deep understanding of the Black-Scholes-Merton model and more advanced concepts.
EdX
Dive into the world of options and derivatives with our introductory course on Pricing Options with Mathematical Models. Gain a comprehensive understanding of the Black-Scholes-Merton model and other essential mathematical tools used to price financial derivatives and manage risk effectively in today's complex financial markets.