Derivative Securities (FINC3012) full notes
Derivative Securities full notes under FINC3012 from the University of Sydney. Written in 2021, these 44 pages long notes got me 84% in exam.
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About These Notes
These FINC3012 notes are completed using the textbook and all the lectures. They cover the whole semester. Clearly written notes are tabulated for easy understanding and following with concepts. Included topics are:
- Introduction and unit overview
- Mechanics of futures markets
- Hedging strategies using futures
- Determination of forward and futures prices
- Swaps
- Mechanics of options markets
- Properties of stock options
- Option trading strategies
- Binomial trees and risk-neutral valuation
- Black-Scholes-Merton option pricing model
- Options on stock indices, currencies and futures
- Delta
- Exotic options
- Derivatives mishaps and what we can learn from them
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