HD Derivative Securities Notes - 25620 with BONUS TEXTBOOK NOTES

Description

These are well-condensed but detailed notes on each topic to help prepare for final exams and complement your study for Derivative Securities at University of Technology Sydney. The following notes contain diagrams and information to help clearly understand Derivative Securities 25620 and includes notes from all lectures, tutorials and THE TEXTBOOK. Specifically, the following topics are covered: Week 1 – Introduction to Derivative Markets Week 2 – Hedging Strategies Used for Futures Week 3 – Determination of Forward and Futures Prices Week 4 – Interest Rates and Interest Rate Futures Week 5 – Swaps Week 6 – Mechanics of Options Markets and Properties of Stock Options Week 7 – Trading Strategies Involving Options Week 8 – Introduction to Binomial Trees Week 9 – The Black-Scholes-Merton Model Week 10 – Options on Stock Indices, Currencies and Futures Week 11 – Hedging Options Positions and The Greek Letters Tutorial Questions Note: The sample notes contain approximately 10% of the complete notes.