These are Derivative Securities (FNCE30007) summary notes from the University of Melbourne. I received 91% for this subject by using these 24 pages long notes.

  • Summary Source
  • textbook & lecture slides
  • Lecturer
  • Professor Federico Nardari
  • Class Year
  • 2020
  • Grade
  • 91%
  • Number of Pages
  • 24
  • Staff Rating
  • 5/5
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These are Derivative Securities (FNCE30007) summary notes from the University of Melbourne. I received 91% for this subject by using these 24 pages long notes. These notes are highly condensed and fully summarized, including both materials from lecture slides and textbook readings. An excel link was provided on the first page of this note which has three well-constructed models to help you with Questions on Binomial, BSM, and Greeks.

Topics included:

  1. Introduction to Futures Market
  2. Futures and Hedging
  3. Futures Markets Pricing I & II
  4. Introduction to Options and Basic Operation
  5. Trading Strategies Involving Options
  6. Binomial Model
  7. Early Exercise of American Options
  8. Black, Scholes & Merton Model (BSM)
  9. The Greeks

I received 98% on Investments (FNCE30001) which are available here: Investments (FNCE30001) highly condensed notes – 98%

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