FNCE30007: Derivative Securities (H1)

Description

Concise dot point notes with formulas of all topics covered. Excellent as exam revision as well as general notes to assist with semester learning. Topics covered: - Derivatives - Arbitrage - Interest rates - Option trading - Binomial option pricing - Multi-period binomial option pricing - Monte-Carlo valuation - Black-Scholes-Merton valuation - The Greeks and implied volatility - Forwards and futures - Risk management