Mid Semester Notes for FINA2204

Description

FINA2204 mid-semester revision notes covering Weeks 1-6 of derivatives, with formulas, worked examples, calculation methods and easy-to-follow revision summaries. Topics covered: Derivative fundamentals and forward contracts Futures markets, margin and open interest Futures hedging and basis risk Minimum-variance hedging and beta overlays Forward and futures pricing and arbitrage Interest-rate and currency swaps Options, payoff, profit, moneyness and break-even Key formulas, decision rules and calculation checks