Derivatives exam cheat sheet (88 HD)

Description

This cheat sheet enabled me to score an 88 (HD) for the unit overall. It covers all topics from hedging with forward and future contracts to barrier options, and condenses the complex topics into a simple, easy-to-read format. Topics covered: 1. Intro to derivatives 2. Hedging with forward and futures contracts 3. Valuation of forward and futures contracts 4. Option contracts 5. Hedging with options 6. Option trading strategies 7. Valuation of options 8. Binomial option pricing (replication & delta-hedging approaches, risk-neutral approach) 9. Exotic and path-dependent derivatives