Derivatives notes
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Every set of Derivatives notes from GoConqr's community, best first. Read one through, then check yourself with a quiz.
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- Derivatives Markets9
- Forward and Futures Contracts25
- Futures Markets and Trading6
- Forward and Futures Pricing9
- Currency Derivatives6
- Hedging with Derivatives19
- Options Contracts and Payoffs19
- Option Trading Strategies11
- Option Valuation and Put-Call Parity15
- Binomial and Numerical Option Pricing6
- Black-Scholes Model and Option Greeks9
- Exotic Options9
- Swaps and Credit Derivatives9
Notes
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Futures and options illustration
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Untitled TRADING OPTIONS FOR DUMMIES CHEAT SHEET From Trading Options For Dummies, 2nd EditionBy Joe DuarteTrading options is a bit different from trading stocks, but they both require research and study. If you’re going to tr...
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Forwards & Futures - II For forwards and futures, the candidate will be able to: • Determine forward price from prepaid forward price. • Explain the relationship between forward price and futures price. • Explain the relationship between for...
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Derivatives - I For general derivatives, define and recognize the definitions of the following terms: • Derivative, Underlying asset, Over-the-counter market • Ask price, Bid price, Bid-ask spread • Short selling, Short position, Lon...
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Derivatives Derivative stands for a contract whose price is derived from or is dependent upon an underlying assets. Underlying assets - could be financial assets such as currency, stocks and market index, an interest bearing a se...
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Forwards & Futures - I For forwards and futures, define and recognize the definitions of the following terms: • Forward contract, Prepaid forward contract • Outright purchase, Fully leveraged purchase • Implied repo rate • Cost of carry • L...
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Hedging & Investment Strategies - II For hedging and investment strategies, the candidate will be able to: • Explain how derivative securities can be used as tools to manage financial risk. • Explain the reasons to hedge and not to hedge. • Evaluate the ...
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Swaps - I For swaps, define and recognize the definitions of the following terms: • Swap, Prepaid swap • Swap term, Swap spread, Notional Amount • Simple commodity swap, Interest rate swap • Deferred swap
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Futures Contract definition A futures contract is a standardised, exchange-tradeable contract between two parties to trade a specified asset on a set date in the future at a specified price. New Page
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Swaps - II Use the concept of no-arbitrage to determine the theoretical values of swaps.