FINC3012 - Derivative Securities

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Australia University of Sydney FINC3012 - Derivative Securities


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Full Notes for Derivative Securities

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University of Sydney - FINC3012 - Derivative Securities

includes notes from week to week and includes images of questions done in tutorials

5 Ex Credits

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FINC3012 Financial Risk Analysis

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University of Sydney - FINC3012 - Derivative Securities

This report analyses Rio Tinto's main activities in terms of financial risks it faced and using different derivatives to...

2 Ex Credits

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Lecture 7 and 12 Notes

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University of Sydney - FINC3012 - Derivative Securities

Lecture 7 – Trading Strategies Involving Options Trading Strategies Involving Options: • How options can be used...

1 Ex Credit

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Lecture 11 – The Greek Letters and Exotic Options

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University of Sydney - FINC3012 - Derivative Securities

Lecture 11 – The Greek Letters and Exotic Options 1. THE GREEK LETTERS: Example: • A bank has sold for $300,000...

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Lecture 10 – Options on Stock Indices and Currencies

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University of Sydney - FINC3012 - Derivative Securities

Lecture 10 – Options on Stock Indices and Currencies INDEX OPTIONS: • The most popular underlying indices in the...

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Lecture 9 – Valuing Stock Options: Black-Scholes Model

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University of Sydney - FINC3012 - Derivative Securities

Lecture 9 – Valuing Stock Options: Black-Scholes Model The Black-Scholes Random Walk Assumption: • Consider a st...

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Lecture 8 – Binomial Option Pricing Model

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University of Sydney - FINC3012 - Derivative Securities

Lecture 8 – Binomial Option Pricing Model Replicating Portfolio Valuation: • Derivative assets are, in fact, red...

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Lecture 5 – Mechanics of Options Markets

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University of Sydney - FINC3012 - Derivative Securities

Lecture 5 – Mechanics of Options Markets Option: • A contract between two parties giving the buyer the right but...

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Lecture 4 – Currency, Stock Index and Interest Rate Futures

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University of Sydney - FINC3012 - Derivative Securities

Lecture 4 – Currency, Stock Index and Interest Rate Futures CURRENCY FUTURES: Exchange Rate Risk: • Risk associ...

1 Ex Credit

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Lecture 3 – Using Futures Contracts

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University of Sydney - FINC3012 - Derivative Securities

Lecture 3 – Using Futures Contracts Types of Futures Hedges: • Short hedge • Long hedge • Cross hedge L...

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Lecture 2 – Portfolio Diversification and Role of Derivatives

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University of Sydney - FINC3012 - Derivative Securities

Lecture 2 – Portfolio Diversification and Role of Derivatives Portfolio: • A group of investments • If a por...

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Lecture 1 Introduction Notes

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University of Sydney - FINC3012 - Derivative Securities

Derivative: • An instrument whose value depends on, or is derived from, the value of another asset • E.g. futures,...

1 Ex Credit

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