Derivative Securities H1 (91/100), fully-summarized
Subject notes for UniMelb FNCE30007
I have achieved 91 on this subject and 98 on investment (my notes for investment are available on this website as well).
This note is highly condensed and fully summarized, including both materials from lecture slides and textbook readings. An excel link was provided on the first page of this note which has three well-constructed models to help you with Questions on Binomial, BSM, and Greeks.
1. Introduction to Futures Market
2. Futures and Hedging
3. Futures Markets Pricing I & II
4. Introduction to Options and Basic Operation
5. Trading Strategies Involving Options
6. Binomial Model
7. Early Exercise of American Options
8. Black, Scholes & Merton Model (BSM)
9. The Greeks
Semester 2, 2020