Description

HD obtained using these notes during the exam (open book). Notes created each week and adjusted at the end of semester for maximum accuracy and usability. Topics Covered: - Stochastic Processes and Ito's Lemma - BSM Revisited - Exotic Options - Basic Numerical Procedures - Value at Risk - Interest Rate Swaps - Interest Rate Options - Credit Default Swaps *Note: Futures Options & Interest Rate Forwards and Futures not covered as not examinable in the completed semester (Semester 2, 2020)


Monash

Semester 2, 2020


9 pages

5,337 words

$29.00

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