Comprehensive H1 Notes - FNCE30007 Derivative Securities
Subject notes for UniMelb FNCE30007
Description
Detailed DS Notes compiled through lecture notes, tutorial notes and textbook materials. These notes have been compiled throughout the semester and helped me full-mark the mid-semester test and achieve a high score for the final exam. Final mark 86. Topics covered include: - Topic 1 – Introduction to Derivatives/Futures and Forward Markets - Topic 2 – Hedging with Futures/Forwards - Topic 3 – Determination of Forward and Futures Prices (and Their Relation to Spot Prices) - Topic 4 – Options Markets - Topic 5 – Options Valuation - Topic 6 – Option Trading Strategies - Topic 7 – Optimal Exercise – American Options - Topic 8 – Binomial Pricing Model - Topic 9 – The Black-Scholes-Merton Model - Topic 10 – The Greeks
UniMelb
Semester 2, 2018
59 pages
17,407 words
$29.00
13
Campus
UniMelb, Parkville
Member since
November 2015