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)