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
You must log in and be a buyer of this download to submit a review.
