ACST3007 Full Summary Notes & Reference Sheet - Guaranteed Exemption

Description

A full set of course notes for ACST307/ACST3007, sourced from lecture notes, tutorials and past exams questions. Use as reference sheet by shrinking text, 0 margin, print 4 sheets per page double-sided Includes additional hints and tips to pass exam, typed up useful exam question examples to be used as reference in the exam. Topics Included Topic 1: Stochastic Processes/Standard Brownian Motion Topic 2: Martingales & Ito's Lemma Topic 3: Stochastic Calculus Topic 4: Derivatives & Black-Scholes Model Topic 5: Replicating Strategy & Martingale Approach Topic 6: Option Greeks & Option Strategy Topic 7: Binary Options Topic 8 & 9: Interest Rate Models Topic 10: Credit Risk Modelling