Description

1. Introduction to Derivatives 2. Hedging using futures and forwards 3. Determination of forward and future prices and relation with spot prices 4. Options markets and valuation 5. Trading strategies involving options 6. Binomial pricing model 7. Optimal exercise and extensions of put-call parity 8. Black-Scholes-Merton (BSM) model 9. The Greeks


UniMelb

Semester 1, 2019


37 pages

8,277 words

$34.00

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Campus

UniMelb, Parkville

Member since

July 2018