This class was created by Brainscape user Dylan Ottey. Visit their profile to learn more about the creator.
By:
Dylan Ottey
- decks
- flashcards
- learners
Decks in this class (20)
L1 - Why are derivatives so interesting?
What is the difference between a ...,
Can we predict financial prices,
What is the alternative tick rule...
3
cards
L2 - Interest Rate Swaps
How can you calculate the net int...,
What happens when there is an int...,
What is a repricing gap
23
cards
L3 - Comparative Advantage of Swaps and the main participants in the IRS market
What are the advantages that irs ...,
What is the difference between ab...,
Example of comparative advantage
20
cards
L4 - The relationship between swaps and forward rates
What does the phrase no free lunc...,
How to find the forward rate for ...
2
cards
L5 - IRS, Pricing and Types
What is the price of a swap at th...,
What is the mathematical formula ...,
What are the to methodologies tha...
19
cards
L6 - Introduction to Forwards
What is a forwards contract,
Payoff diagram of a long forward ...,
Example of a forwards contract wi...
15
cards
L7 - Forward Pricing
What are the two broad classes th...,
What are the hypothesis for prici...,
What are the different types of f...
14
cards
L8 - Introduction to Futures
What is the definition of a futur...,
What are the differences between ...,
How do you calculate the value of...
15
cards
L9 - The uses of Futures
What is directional trading of fu...,
What risks are you deducing by he...,
What are the three main types of ...
18
cards
L10 - Definition of options and the contract specifications
What is an option,
What is a call option,
What is a put option
18
cards
L11 - Put-Call Parity
Call option payoffs and profits,
Put option payoff and profits,
What is the lower bound of a euro...
22
cards
L12 - The Black-Derman-Toy binomial model
What is this model used for,
What was the problem with all opt...,
How do prices and volatility chan...
17
cards
L13 - The Cox-Ross-Rubinstein binomial model
What is this used for,
What is the assumption of the crr...,
What is the first step to pricing...
15
cards
L14 - Black-Scholes-Merton Model
How does the ccr model move towar...,
Why is it called implied volatility,
What did merton say about loans
18
cards
L15 - Option Sensitivity
What are the sensitivity factors ...,
What are the greeks,
What are the most common greeks
23
cards
L16 - Structured Products I
What are structured products bonds,
Why do investors use structured p...,
Example of capital protection
19
cards
L17 - Certificates: Strategies and Portfolio Combinations
What are certificates,
What is the third way to create a...,
What are the two macro strategies...
22
cards
L18 - Option Strategies
What are the different types of s...,
What is the riskless position pay...,
What is the purpose of the covere...
48
cards
L19 - Interest Rate Options
What is a cap,
What is a floor,
What do writers of caps and floor...
5
cards
L20 - Extra Questions
How will a stock dividend cash di...,
What are the usual option contrac...,
How do you work out the margin of...
14
cards
More about
30184 - Risk Management with Derivatives
- Class purpose General learning
Learn faster with Brainscape on your web, iPhone, or Android device. Study Dylan Ottey's 30184 - Risk Management with Derivatives flashcards for their Loughborough University class now!
How studying works.
Brainscape's adaptive web mobile flashcards system will drill you on your weaknesses, using a pattern guaranteed to help you learn more in less time.
Add your own flashcards.
Either request "Edit" access from the author, or make a copy of the class to edit as your own. And you can always create a totally new class of your own too!
What's Brainscape anyway?
Brainscape is a digital flashcards platform where you can find, create, share, and study any subject on the planet.
We use an adaptive study algorithm that is proven to help you learn faster and remember longer....
Looking for something else?
Actuarial Risk Management CA1
- 57 decks
- 1656 flashcards
- 544 learners
Decks:
Chapter 0 Ca1, Chapter 1 2 Professionalism Stakeholders, Chapter 3 External Environment, And more!
Derivatives
- 15 decks
- 1032 flashcards
- 34 learners
Decks:
Introduction To Derivatives, Underlying Markets, Market Structure, And more!
