Semester 2, 2017

H1 Derivative Securities Notes - 91 Marks

141 pages

16,000 words




I used the notes for my Mid Semester Exam and Final Exam revisions. Both exams I scored H1. My friends used my notes for their final exam revision as well and they managed to get H1 overall (although they didn't score really well for mid sem). A piece of advice from me: do a lot of textbook questions and use my notes as a guide. Exam questions are very standard and easy to predict. If you do the questions from textbook, i am pretty sure you will get H1 as well. Good luck peeps

My notes cover the following topics (From week 1 up to week 12):

Topic 1: Introduction
Topic 2: Mechanics of Futures Markets
Topic 3: Hedging Strategies Using Futures and Forwards
Topic 4: Determination of Forward and Futures Prices
Topic 5: Options Market
Topic 6: Options Valuation - Basics
Topic 7: Trading Strategies
Topic 8: Optimal Exercise & Binomial Pricing Model
Topic 9: Options Valuation (Binomial Trees & BSM Model)
Topic 10: Options on Stock Indices and Currencies
Topic 11: The Greek Letters




UniMelb, Parkville

Member since

July 2015