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Derivatives 200079


Lecture Topics
pdf docx 0aTotalIncomeAndCapitalReturns
pdf docx 0bEffectiveReturnsAndAPRs
pdf docx 0cContinuouslyCompoundedReturns
pdf docx 0dConvertingRatesWorksheetExampleQuestions
pdf docx 0eConvertingRatesWorksheetExampleAnswers
pdf docx mp4 1aFuturesPayoffPriceAndProfit
pdf docx mp4 1bFuturesPayoffAndPriceExample
pdf docx mp4 1cFuturesValuation
pdf docx mp4 2aCallOptionPayoff
pdf docx mp4 2bPutOptionPayoff
pdf docx mp4 2cOptionsProfit
pdf docx mp4 3aOtcForwardsVersusExchangeTradedFutures
pdf docx mp4 3bFuturesMarginRequirement
pdf docx mp4 3cFuturesMarginRequirementExample
pdf docx mp4 3dClosingOutFuturesTradingVolumeAndOpenInterest
pdf docx mp4 3eOpenInterestExample
pdf docx mp4 3fLimitAndMarketOrders
pdf docx mp4 3gLimitAndMarketOrdersExample
pdf docx 3hBidAskSpreadsLimitAndMarketOrderTrading
pdf docx 3iBidAskSpreadsLimitAndMarketOrderTradingSolutions
pdf docx mp4 5aPayoffAtMaturityAndProfitDiagrams
pdf docx mp4 5bPutCallParity
pdf docx mp4 5cArbitrageTable
pdf docx mp4 5dFuturesArbitrageTableExample
pdf docx mp4 6aNoArbitrageBinomialOptionPricing
pdf docx mp4 6bNoArbitrageBinomialOptionPricingExample
pdf docx mp4 6cRiskNeutralBinomialOptionPricing
pdf docx mp4 6dRiskNeutralBinomialOptionPricingExample
pdf docx mp4 7aBlackScholesOptionPricingEuropeanNoDividends
pdf docx mp4 7bBlackScholesOptionPricingEuropeanNoDividendsExample
pdf docx mp4 7cBlackScholesOptionPricingEuropeanWithDiscreteDividendsExample
pdf docx mp4 7dBlackScholesOptionPricingEuropeanWithContinuousDividendsExample
pdf docx mp4 8aReturnsAndAverages
pdf docx 8bDistributionsOfPricesAndReturns
pdf docx 8cDistributionsExample
pdf docx mp4 11aPerfectHedgingWithFutures
pdf docx mp4 11bBasisRisk
pdf docx mp4 11cImperfectShortFuturesHedge
pdf docx mp4 11dImperfectLongFuturesHedge
pdf docx mp4 11eOptimalHedgeRatio
pdf docx mp4 11fOptimalHedgeRatioExample
pdf docx 12aDebtPricing
pdf docx mp4 12bBootStrappingTheZeroCouponYieldCurve
pdf docx mp4 12cBootStrappingExample
pdf docx mp4 13aInterestRateSwaps
pdf docx WSU_Derivatives_200079_FinalExam_2015Sem2
pdf docx WSU_Derivatives_200079_FinalExam_2015Sem2_Solutions
pdf docx WSU_Derivatives_200079_FinalExam_2016Sem1
pdf docx WSU_Derivatives_200079_FinalExam_2016Sem1_Solutions
pdf docx WSU_Derivatives_200079_FinalExam_2016Sem2
pdf docx WSU_Derivatives_200079_FinalExam_2016Sem2_Solutions
pdf docx WSU_Derivatives_200079_FinalExam_2017Sem1
pdf docx WSU_Derivatives_200079_FinalExam_2017Sem1_Solutions
pdf docx WSU_Derivatives_200079_FinalExam_2017Sem2
pdf docx WSU_Derivatives_200079_FinalExam_2017Sem2_Solutions


Past exams

Diagnostic week 4 exams

2016 Sem1

In-class tutorial questions

Tutorial 1, Futures

Tutorial 2, Options

Tutorial 3a, Margin calls

Tutorial 3b, Open interest and trading volume

Tutorial 5a, Put call parity

Tutorial 5b, Arbitrage

Tutorial 6, Binomial option pricing

Tutorial 7, Black Scholes Merton option pricing

Tutorial 8, Returns, distributions and measures of central tendency

Tutorial 11a, Hedging

Tutorial 11b, Basis risk

Tutorial 12, Boot strapping the zero coupon yield curve

Tutorial 13, Interest rate swaps