Comprehensive H1 Notes - FNCE30007 Derivative Securities

Description

Detailed DS Notes compiled through lecture notes, tutorial notes and textbook materials. These notes have been compiled throughout the semester and helped me full-mark the mid-semester test and achieve a high score for the final exam. Final mark 86. Topics covered include: - Topic 1 – Introduction to Derivatives/Futures and Forward Markets - Topic 2 – Hedging with Futures/Forwards - Topic 3 – Determination of Forward and Futures Prices (and Their Relation to Spot Prices) - Topic 4 – Options Markets - Topic 5 – Options Valuation - Topic 6 – Option Trading Strategies - Topic 7 – Optimal Exercise – American Options - Topic 8 – Binomial Pricing Model - Topic 9 – The Black-Scholes-Merton Model - Topic 10 – The Greeks