Analyze & Apply Derivatives, Options and ISDA Frameworks

Learners will be able to analyze option contracts, evaluate pricing drivers, apply trade lifecycle controls, assess client onboarding risk, and interpret ISDA documentation used in global derivatives markets. They will also be able to explain market infrastructure, settlement processes, and reference data frameworks that support derivatives trading operations. This course provides a comprehensive, end-to-end understanding of derivatives, options, swaps, and post-trade processes as used in investment banking and capital markets. Starting with the fundamentals of put and call options, learners progressively build expertise in option pricing, moneyness, and trade economics before advancing into trade lifecycle management, client onboarding, due diligence, and regulatory controls. The course then deepens into the legal and operational backbone of OTC derivatives through detailed coverage of ISDA agreements, credit support mechanisms, default management, and industry best practices. What makes this course unique is its strong integration of front-office concepts with middle- and back-office realities. Learners gain practical exposure to real-world workflows, documentation, and risk frameworks used by banks, asset managers, and financial institutions. By the end of the course, learners are equipped with job-relevant knowledge that bridges theory, regulation, and operational execution in modern derivatives markets

• Analyze options, pricing drivers, and derivatives trade economics
• Apply trade lifecycle controls, client onboarding, and risk frameworks
• Interpret ISDA documentation and post-trade processes in derivatives markets

• No deep prior experience is required, but basic computer and internet skills are helpful
• Ability to read course instructions in English and complete short practice activities