These are the notes I made for the Derivatives mid-sem exam and final exam. The course had a lot of diagrams in it to help explain the concepts. I have created all of these (and more) to help my own understanding of the concepts. This covers the topics of: Introduction to futures Hedging with futures Forward and futures pricing Introduction to options Binomial model 1 Binomial model 2 BSM Model Option pricing with dividends Delta hedging with options Simulation methods Value at risk


Semester 1, 2019

39 pages

10,822 words



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UniMelb, Parkville

Member since

March 2016