ANU

Semester 1, 2019


FINM2002

28 pages

17,595 words

$29.00

Description

Notes include weeks 1-12 lectures and include notes from the assigned readings of the textbook. Relevant chapters are clearly displayed with key formulas highlighted in yellow. Tutorial material is included where appropriate.

Topics:

Extended Analysis of Forwards, Futures and Options Contracts (CH 1 & 2)
Hedging Strategies Using Futures (CH 3 & 5)
Interest Rate Contracts and Swaps (CH 4 & 7)
Options and Option Trading Strategies (CH 9, 10 & 11)
Binomial Model for Pricing Options (CH 12)
Black-Scholes Model for Pricing Options (CH 13)
Index and Foreign Exchange Options Readings (CH 15)
Options on Futures Contracts (CH 16)
The Greek Letters (CH 17)
Exotic Options and other Non-standard Products (CH 22)
Credit, Weather, Energy and Insurance Derivatives and Derivative Mishaps and Ethics in Risk Management (External Readings)

Author

Saurav

Campus

ANU, Acton

Member since

February 2017