UniMelb

Semester 1, 2018


FNCE30007: Derivative Securities (H1)

15 pages

5,164 words

$29.00

3

Description

Concise dot point notes with formulas of all topics covered. Excellent as exam revision as well as general notes to assist with semester learning.

Topics covered:
- Derivatives
- Arbitrage
- Interest rates
- Option trading
- Binomial option pricing
- Multi-period binomial option pricing
- Monte-Carlo valuation
- Black-Scholes-Merton valuation
- The Greeks and implied volatility
- Forwards and futures
- Risk management

Author

Cam

Campus

UniMelb, Parkville

Member since

February 2017