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derivative securities

This class was created by Brainscape user Tereza Grahovac Andersson. Visit their profile to learn more about the creator.

By: Tereza Grahovac Andersson
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Decks in this class (11)

ch14 wiener process and Itos lemma
Variables that follows a stochast...,
What is a discrete time stochasti...,
What is a continuous time stochas...
26  cards
ch15 The Black Scholes merton model
What decides the expected return,
What is volatility,
Estimating volatility from histor...
18  cards
ch16
What is an employee stock option,
What are the two types of employe...,
How are employee stock options va...
10  cards
Chapter 17. Options on stock indices and currencies
Stock index options,
Currency options,
European style options
22  cards
Chapter 18. Futures options and Black’s model
What is a futures option,
What is a futures call option,
What is a futures put option
22  cards
Chapter 19. The Greek letters
What is a naked position,
What is a covered position,
Why do neither naked nor covered ...
23  cards
chapter 21 Basic numerical procedures
Risk neutral valuation principle,
Discounting,
Dividend paying stock
11  cards
chapter 26 Exotic options
What are exotic options,
How should the yield rate be set ...,
What is a package in the context ...
18  cards
chapter 35 Energy and commodity derivatives
What are agricultural commodities,
What factors influence the price ...,
What factors influence the price ...
16  cards
ch 20
What is the relationship between ...,
What is put call parity and how i...,
What does the concept of volatili...
13  cards
ch 5 determination of forward and future prices
Investment assets vs consumption ...,
Arbitrage and forward futures prices,
What is short selling
25  cards

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derivative securities

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