Derivative Products and Markets

FINA2204, 2018 2019 2020 Semester 2

Delivered at Shandong University, Weihai Campus

2021 Semester 1 at UWA [Tutorials only]

 

Lecture 1: Introduction and Forward Contracts 6 Oct 2020

Lecture 2: Futures Markets 7 Oct 2020

Lecture 3: Hedging with Futures 8 Oct 2020

Lecture 4: Pricing Forwards and Futures 9 Oct 2020

Lecture 5: Interest Rate Futures (Not covered)

Lecture 6: Swaps 17 Sep 2019

Lecture 7: Mechanics of Options 18 Sep 2019

Lecture 8: Properties of Stock Options 19 Sep 2019

Lecture 9: Option Trading Strategies 23 Sep 2019

Lecture 10: Binomial Option Pricing Model 24 Sep 2019

Lecture 11: Black-Scholes-Merton Model 25 Sep 2019

Lecture 12: Option Greeks and Volatility Trading 26 Sep 2019