Brainscape's Knowledge GenomeTM

Browse over 1 million classes created by top students, professors, publishers, and experts.


See full index

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
Start Studying

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

More about
derivative securities

  • Class purpose General learning

Learn faster with Brainscape on your web, iPhone, or Android device. Study Tereza Grahovac Andersson's derivative securities flashcards 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.

Learn more about spaced repetition

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?

SIE Exam
  • 14 decks
  • 1,499 flashcards
  • 11,511 learners
Decks: Equity Securities, Debt Securities, Types Of Bonds, And more!
Series 65 - Unit 4: Types and Charact...
  • 4 decks
  • 78 flashcards
  • 1 learners
Decks: Lesson 41 What Are Derivatives, Lesson 42 Equity Derivatives, Lesson 43 Futures And Forwards, And more!
CFA Level II Derivatives & Portfolio ...
  • 10 decks
  • 290 flashcards
  • 114 learners
Decks: Reading 51 Forward Markets And Contracts, Reading 52 Futures Markets And Contracts, Reading 53 Option Markets And Contracts, And more!
Security+ Exam
  • 34 decks
  • 787 flashcards
  • 4 learners
Decks: Section 1 Overview To Security, Section 2 Malware, Section 3 Malware Infections, And more!
Find Flashcards
Make Flashcards
Brainscape helps you reach your goals faster, through stronger study habits.
© 2024 Bold Learning Solutions. Terms and Conditions