Description

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.

Lectures include:
- 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


UniMelb

Semester 2, 2018


120 pages

34,799 words

$34.00

28

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Author

Cathy

Campus

UniMelb, Parkville

Member since

February 2016