Semester 1, 2018

FINS3635 Formulas and Quick Notes MIDTERM EXAM + FINAL EXAM (90 HD)

36 pages

6,824 words




Comprehensive notes for the course. Everything in the notes will be in the exam and has been structured so that everything flows nicely.

Achieved an overall mark of 90, with 100% for the final exam.

1. Fundamentals of Forwards and Futures; Hedging with Futures
2. Pricing Futures
3. Currency Swaps
4. Fundamentals of Options
5. Trading Strategies involving Options
6. Binomial Option Pricing Models
7. Wiener Processes & Ito’s Lemma
8. Black-Scholes Option Pricing Model
9. Options on indices, currencies and futures
10. The Greek Letters
11. Numerical Procedures