BFC3340: Derivatives 2 Notes (HD)

Description

HD obtained using these notes during the exam (open book). Notes created each week and adjusted at the end of semester for maximum accuracy and usability. Topics Covered: - Stochastic Processes and Ito's Lemma - BSM Revisited - Exotic Options - Basic Numerical Procedures - Value at Risk - Interest Rate Swaps - Interest Rate Options - Credit Default Swaps *Note: Futures Options & Interest Rate Forwards and Futures not covered as not examinable in the completed semester (Semester 2, 2020)