Decks in this Class (20):

L1 Why Are Derivatives So Interesting
L1  Why are derivatives so interesting?
Sample Cards:what is the difference between a structu,can we predict financial prices,what is the alternative tick rule the se3 CardsPreview Flashcards 
L2 Interest Rate Swaps
L2  Interest Rate Swaps
Sample Cards:how can you calculate the net interest i,what happens when there is an interest r,what is a repricing gap23 CardsPreview Flashcards 
L3 Comparative Advantage Of Swaps And Th
L3  Comparative Advantage of Swaps and the main participants in the IRS market
Sample Cards:what are the advantages that irs are bui,what is the difference between absolute,example of comparative advantage20 CardsPreview Flashcards 
L4 The Relationship Between Swaps And Fo
L4  The relationship between swaps and forward rates
Sample Cards:what does the phrase no free lunch mean,how to find the forward rate for any fut2 CardsPreview Flashcards 
L5 Irs Pricing And Types
L5  IRS, Pricing and Types
Sample Cards:what is the price of a swap at the initi,what is the mathematical formula for pri,what are the to methodologies that we us19 CardsPreview Flashcards 
L6 Introduction To Forwards
L6  Introduction to Forwards
Sample Cards:what is a forwards contract,payoff diagram of a long forward positio,example of a forwards contract with a ph15 CardsPreview Flashcards 
L7 Forward Pricing
L7  Forward Pricing
Sample Cards:what are the two broad classes that dete,what are the hypothesis for pricing a fo,what are the different types of forwards14 CardsPreview Flashcards 
L8 Introduction To Futures
L8  Introduction to Futures
Sample Cards:what is the definition of a futures cont,what are the differences between forward,how do you calculate the value of a inde15 CardsPreview Flashcards 
L9 The Uses Of Futures
L9  The uses of Futures
Sample Cards:what is directional trading of futures,what risks are you deducing by hedging w,what are the three main types of hedges18 CardsPreview Flashcards 
L10 Definition Of Options And The Contra
L10  Definition of options and the contract specifications
Sample Cards:what is an option,what is a call option,what is a put option18 CardsPreview Flashcards 
L11 Put Call Parity
L11  PutCall Parity
Sample Cards:call option payoffs and profits,put option payoff and profits,what is the lower bound of a european ca22 CardsPreview Flashcards 
L12 The Black Derman Toy Binomial Model
L12  The BlackDermanToy binomial model
Sample Cards:what is this model used for,what was the problem with all options mo,how do prices and volatility change with17 CardsPreview Flashcards 
L13 The Cox Ross Rubinstein Binomial Mod
L13  The CoxRossRubinstein binomial model
Sample Cards:what is this used for,what is the assumption of the crr binomi,what is the first step to pricing an equ15 CardsPreview Flashcards 
L14 Black Scholes Merton Model
L14  BlackScholesMerton Model
Sample Cards:how does the ccr model move towards a co,why is it called implied volatility,what did merton say about loans18 CardsPreview Flashcards 
L15 Option Sensitivity
L15  Option Sensitivity
Sample Cards:what are the sensitivity factors we cons,what are the greeks,what are the most common greeks23 CardsPreview Flashcards 
L16 Structured Products I
L16  Structured Products I
Sample Cards:what are structured products bonds,why do investors use structured products,example of capital protection19 CardsPreview Flashcards 
L17 Certificates Strategies And Portfoli
L17  Certificates: Strategies and Portfolio Combinations
Sample Cards:what are certificates,what is the third way to create a struct,what are the two macro strategies around22 CardsPreview Flashcards 
L18 Option Strategies
L18  Option Strategies
Sample Cards:what are the different types of strategi,what is the riskless position payoff dia,what is the purpose of the covered strat48 CardsPreview Flashcards 
L19 Interest Rate Options
L19  Interest Rate Options
Sample Cards:what is a cap,what is a floor,what do writers of caps and floors base5 CardsPreview Flashcards 
L20 Extra Questions
L20  Extra Questions
Sample Cards:how will a stock dividend cash dividend,what are the usual option contract month,how do you work out the margin of writin14 CardsPreview Flashcards
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