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

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Campus

Monash, Clayton

Member since

September 2021