Derivatives Notes: Comprehensive and Organised (I got 94%)
Subject notes for Monash BFC2751
Description
All weeks of lecture notes (11 weeks) with formulas highlighted in yellow and definitions in bold red. The lectures are: - Lecture 1: Introduction to Derivatives: Forward and Future Contracts - Lecture 2: Hedging with forward and futures contracts - Lecture 3: Valuation of Forward and Futures Contracts - Lecture 4: Introduction to Option Contracts - Lecture 5: Hedging with Options - Lecture 7: Option Trading Strategies - Lecture 8: Valuation of Options - Lecture 9: Binomial Option Pricing: Replication and Delta-Hedging Approaches - Lecture 10: Binomial Option Pricing 2: Risk Neutral Approach - Lecture 11: Introduction to Exotic and Path-Dependent Derivatives
Monash
Semester 2, 2025
64 pages
21,688 words
$29.00
Campus
Monash, Clayton
Member since
September 2021