UniMelb

Semester 2, 2017


H1 90 Derivative Securities Notes DETAILED

64 pages

26,405 words

$49.00

16

Description

This course structure follows S2, 2017 and is in the following order. Different lecturers sometimes change the order, but the content is the same. Topics 1-7 covers options. The notes are highly detailed and complete.

Topic 1: Fundamentals
Topic 2: No-Arbitrage
Topic 3: Binomial Model Part 1
Topic 4: Binomial Model Part 2
Topic 5: Black-Scholes Model Part 1
Topic 6: Black-Scholes Model Part 2
Topic 7: Dividends
Topic 8: Forwards & Futures
Topic 9: Currencies
Topic 10: Hedging

Constructed using the textbook, lecture materials and tutorials. Used these notes to get a perfect score in the mid-sem and a high overall result.

Author

Nathan

Campus

UniMelb, Parkville

Member since

January 2014