UniMelb

Semester 1, 2018


Derivative Comprehensive Notes

40 pages

9,332 words

$44.00

2

Description

Include notes from week 1-12. All proofs are discussed more clearly and added some additional examples that could ease understanding of the subjects. The subjects covered include:
- General information about derivative securities
- Graphing a combination of put and call option (and strategies)
- Put Call parity
- Binomial model
- Monte Carlo
- Lookback Option
- Greeks
- Forward contracts
- Future contracts
- Risk management