FINM2002
Subject notes for ANU FINM2002
Description
Notes include weeks 1-12 lectures and include notes from the assigned readings of the textbook. Relevant chapters are clearly displayed with key formulas highlighted in yellow. Tutorial material is included where appropriate. Topics: Extended Analysis of Forwards, Futures and Options Contracts (CH 1 & 2) Hedging Strategies Using Futures (CH 3 & 5) Interest Rate Contracts and Swaps (CH 4 & 7) Options and Option Trading Strategies (CH 9, 10 & 11) Binomial Model for Pricing Options (CH 12) Black-Scholes Model for Pricing Options (CH 13) Index and Foreign Exchange Options Readings (CH 15) Options on Futures Contracts (CH 16) The Greek Letters (CH 17) Exotic Options and other Non-standard Products (CH 22) Credit, Weather, Energy and Insurance Derivatives and Derivative Mishaps and Ethics in Risk Management (External Readings)
ANU
Semester 1, 2019
28 pages
17,595 words
$29.00
4
Campus
ANU, Acton
Member since
February 2017