Derivative Securities
Subject notes for UniMelb FNCE30007
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
1
Campus
UniMelb, Parkville
Member since
July 2018
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