Risk Management and Derivatives afin806
Lectures
Lecture Topics | |||
Topic | Adobe PDF | MS Word DOCX | Video MP4 |
0aTotalIncomeAndCapitalReturns | docx | ||
0bEffectiveReturnsAndAPRs | docx | ||
0cContinuouslyCompoundedReturns | docx | ||
0dConvertingRatesWorksheetExampleQuestions | docx | ||
0eConvertingRatesWorksheetExampleAnswers | docx | ||
1aFuturesPayoffPriceAndProfit | docx | mp4 | |
1bFuturesPayoffAndPriceExample | docx | mp4 | |
1cFuturesValuation | docx | mp4 | |
2aCallOptionPayoff | docx | mp4 | |
2bPutOptionPayoff | docx | mp4 | |
2cOptionsProfit | docx | mp4 | |
3aOtcForwardsVersusExchangeTradedFutures | docx | mp4 | |
11aPerfectHedgingWithFutures | docx | mp4 | |
11bBasisRisk | docx | mp4 | |
11cImperfectShortFuturesHedge | docx | mp4 | |
11dImperfectLongFuturesHedge | docx | mp4 | |
11eOptimalHedgeRatio | docx | mp4 | |
11fOptimalHedgeRatioExample | docx | mp4 | |
13aInterestRateSwaps | docx | mp4 | |
MidSemRevisionAFIN806_2016Sem1 | docx | ||
MidSemRevisionAFIN806_2016Sem1Solutions | docx | ||
MidSemRevisionAFIN806_2016Sem2 | docx | ||
MidSemRevisionAFIN806_2016Sem2Solutions | docx | ||
6aNoArbitrageBinomialOptionPricing | docx | mp4 | |
6bNoArbitrageBinomialOptionPricingExample | docx | mp4 | |
6cRiskNeutralBinomialOptionPricing | docx | mp4 | |
6dRiskNeutralBinomialOptionPricingExample | docx | mp4 | |
5aPayoffAtMaturityAndProfitDiagrams | docx | mp4 | |
5bPutCallParity | docx | mp4 | |
5cArbitrageTable | docx | mp4 | |
5dFuturesArbitrageTableExample | docx | mp4 | |
7aBlackScholesOptionPricingEuropeanNoDividends | docx | mp4 | |
7bBlackScholesOptionPricingEuropeanNoDividendsExample | docx | mp4 | |
7cBlackScholesOptionPricingEuropeanWithDiscreteDividendsExample | docx | mp4 | |
7dBlackScholesOptionPricingEuropeanWithContinuousDividendsExample | docx | mp4 | |
8aReturnsAndAverages | docx | mp4 | |
8bDistributionsOfPricesAndReturns | docx | ||
8cDistributionsExample | docx | ||
Extra practice questions
Tutorial, Binomial option pricing
Tutorial, Black Scholes Merton option pricing
Tutorial, Returns, distributions and measures of central tendency