Semester 2, 2017

H1 90 Derivative Securities Notes DETAILED

64 pages

26,405 words




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.




UniMelb, Parkville

Member since

January 2014