Derivatives 200079
Lectures
| Lecture Topics | |||
|
Adobe |
MS Word docx |
Video mp4 |
Topic |
| docx | 0aTotalIncomeAndCapitalReturns | ||
| docx | 0bEffectiveReturnsAndAPRs | ||
| docx | 0cContinuouslyCompoundedReturns | ||
| docx | 0dConvertingRatesWorksheetExampleQuestions | ||
| docx | 0eConvertingRatesWorksheetExampleAnswers | ||
| docx | mp4 | 1aFuturesPayoffPriceAndProfit | |
| docx | mp4 | 1bFuturesPayoffAndPriceExample | |
| docx | mp4 | 1cFuturesValuation | |
| docx | mp4 | 2aCallOptionPayoff | |
| docx | mp4 | 2bPutOptionPayoff | |
| docx | mp4 | 2cOptionsProfit | |
| docx | mp4 | 3aOtcForwardsVersusExchangeTradedFutures | |
| docx | mp4 | 3bFuturesMarginRequirement | |
| docx | mp4 | 3cFuturesMarginRequirementExample | |
| docx | mp4 | 3dClosingOutFuturesTradingVolumeAndOpenInterest | |
| docx | mp4 | 3eOpenInterestExample | |
| docx | mp4 | 3fLimitAndMarketOrders | |
| docx | mp4 | 3gLimitAndMarketOrdersExample | |
| docx | 3hBidAskSpreadsLimitAndMarketOrderTrading | ||
| docx | 3iBidAskSpreadsLimitAndMarketOrderTradingSolutions | ||
| docx | mp4 | 5aPayoffAtMaturityAndProfitDiagrams | |
| docx | mp4 | 5bPutCallParity | |
| docx | mp4 | 5cArbitrageTable | |
| docx | mp4 | 5dFuturesArbitrageTableExample | |
| docx | mp4 | 6aNoArbitrageBinomialOptionPricing | |
| docx | mp4 | 6bNoArbitrageBinomialOptionPricingExample | |
| docx | mp4 | 6cRiskNeutralBinomialOptionPricing | |
| docx | mp4 | 6dRiskNeutralBinomialOptionPricingExample | |
| docx | mp4 | 7aBlackScholesOptionPricingEuropeanNoDividends | |
| docx | mp4 | 7bBlackScholesOptionPricingEuropeanNoDividendsExample | |
| docx | mp4 | 7cBlackScholesOptionPricingEuropeanWithDiscreteDividendsExample | |
| docx | mp4 | 7dBlackScholesOptionPricingEuropeanWithContinuousDividendsExample | |
| docx | mp4 | 8aReturnsAndAverages | |
| docx | 8bDistributionsOfPricesAndReturns | ||
| docx | 8cDistributionsExample | ||
| docx | mp4 | 11aPerfectHedgingWithFutures | |
| docx | mp4 | 11bBasisRisk | |
| docx | mp4 | 11cImperfectShortFuturesHedge | |
| docx | mp4 | 11dImperfectLongFuturesHedge | |
| docx | mp4 | 11eOptimalHedgeRatio | |
| docx | mp4 | 11fOptimalHedgeRatioExample | |
| docx | 12aDebtPricing | ||
| docx | mp4 | 12bBootStrappingTheZeroCouponYieldCurve | |
| docx | mp4 | 12cBootStrappingExample | |
| docx | mp4 | 13aInterestRateSwaps | |
| docx | WSU_Derivatives_200079_FinalExam_2015Sem2 | ||
| docx | WSU_Derivatives_200079_FinalExam_2015Sem2_Solutions | ||
| docx | WSU_Derivatives_200079_FinalExam_2016Sem1 | ||
| docx | WSU_Derivatives_200079_FinalExam_2016Sem1_Solutions | ||
| docx | WSU_Derivatives_200079_FinalExam_2016Sem2 | ||
| docx | WSU_Derivatives_200079_FinalExam_2016Sem2_Solutions | ||
| docx | WSU_Derivatives_200079_FinalExam_2017Sem1 | ||
| docx | WSU_Derivatives_200079_FinalExam_2017Sem1_Solutions | ||
| docx | WSU_Derivatives_200079_FinalExam_2017Sem2 | ||
| docx | WSU_Derivatives_200079_FinalExam_2017Sem2_Solutions | ||
Past exams
Diagnostic week 4 exams
In-class tutorial questions
Tutorial 3b, Open interest and trading volume
Tutorial 6, Binomial option pricing
Tutorial 7, Black Scholes Merton option pricing
Tutorial 8, Returns, distributions and measures of central tendency