BFC3340: Derivatives 2 Notes (HD)
Subject notes for Monash BFC3340
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
5
Campus
Monash, Clayton
Member since
March 2018