Derivative Securities DS Ultimate Note Lecture + Reading H1 91
Subject notes for UniMelb FNCE30007
I achieved 91 on this subject.
The notes included lecture notes and required reading from both the textbook and extended reading.
You will survive with this note.
- Introduction to Derivatives
- Hedging Using Futures and Forwards
- Determination of Forward and Futures Prices (and their relation with Spot Prices)
- Forward and Futures Prices and their relation with Spot Prices & Options Markets: Overview and Basic Features
- Options Valuation: Basics
- Trading Strategies Involving Options
- Optimal Exercise
- Extensions of Put-Call Parity
- Binomial Pricing Model
- Black-Scholes-Merton (BSM) Model
- The Greeks I
Semester 2, 2018