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