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Decks in this class (19)
Forwards and Futures: Forward prices and the no-arbitrage channel
How can we replicate the purchase...,
What is the equilibrium forward p...,
What is the reverse cash and carry
11
cards
Forward and Futures: Stock index futures
What is the connection between a ...,
What is the formula for the forwa...,
What are three example of europea...
9
cards
Forward and Futures: Treasury bond futures
What makes bond futures different...,
What is the edsp,
What is the invoice price for a b...
9
cards
Options: Main Option contracts
What are the characteristics of o...,
What are the characteristics of o...,
Options on bond futures
5
cards
Options: The binomial model for European Options
What is the one period binomial m...,
What is the multiperiod binomial ...
2
cards
Options: The binomial model for American Options
What is the difference between us...,
What is the option value for a th...
2
cards
Options: Greeks
What factors does an options s va...,
What factors affect the intrinsic...,
What factors affect the time valu...
24
cards
Options: Directional Trading
What are the key uncertain variab...,
What is directional trading,
What is a way to build a delta po...
6
cards
Options: Volatility Trading
How do we create a volatility tra...,
What is a long straddle,
What is a short straddle
9
cards
Options: Volatility Trading Part 2
What are the basics of managing a...,
What is the potential problem of ...,
What are the two consequnces of n...
8
cards
Options: Implied Volatility Smiles and Skews
What are possible reasons o,
What is,
What is the nature of a volatilit...
11
cards
Options: Market Making on Options
What is a market maker,
What is an example of a market ma...,
What does quoting for market make...
3
cards
Swaps: swap pricing with single curve pricing/Euribor discounting
What is an interest rate swap,
What are the most common swap types,
What are the interest rates invol...
14
cards
Swaps: Swap pricing with double curve pricing/OIS discounting
What is an ois overnight indexed ...,
What is the formula for calculati...,
What is the formula for f fixed r...
3
cards
Exotic Options: Introduction, Path dependent options, Discontinuous payoff options
What are different types of exoti...,
What are asian options,
What are barri
16
cards
Exotic Options: Multiasset Options
What are basket options,
What is the relationship between ...,
What is the relationship between ...
7
cards
Exotic Options: An Introduction to Pricing with Monte Carlo Simulations
What are the two key conditions t...,
What are the key steps to using m...,
How to simulate st t
8
cards
Credit Derivatives: Introduction to CDS and Credit Risk Basics
What are credit derivates,
How does a credit default swap work,
What is the recovery rate for a bond
7
cards
Credit Derivatives: Introduction to Credit Default Swaps
What is a cds spread,
What is the reference entity,
What is a credit event
9
cards
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quantitative finance and derivatives 2
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