BFC3340 Derivatives 2 HD NOTES S2 2020

Description

- Concise yet extensive notes for BFC3340 - Headings and subheadings matches Lecture slides for easy reference - Table of contents for every chapter so you know where to find anything - Key points/keywords highlighted or bold for easy learning - Refers to examples and exhibits in the lecture slides Compiled from: - Lectures - Lecture Slides - Tutorial Notes - Further Research Topics included: 1. Stochastic Processes and Ito's Lemma 2. Black-Scholes Merton Model Revisited 3. Exotic Options 4. MATLAB & Numerical Methods in Pricing 5. Value-at-risk 6. Interest rate Swaps 7. Interest rate Options 8. Credit Default Swaps Hope it will help you get through this difficult difficult lemon difficult unit hehe :))