Exam MFE Flashcards

Decks in this Class (12):

• Put Call Parity

  Put-Call Parity

  Sample Cards:

  pre paid forwards,

  pre paid forwards,

  pre paid forwards
  14 Cards
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• Comparing Options

  Comparing Options

  Sample Cards:

  european call,

  european call,

  american call
  20 Cards
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• Binomial Model

  Binomial Model

  Sample Cards:

  replicating portfolio,

  replicating portfolio,

  replicating portfolio
  19 Cards
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• Lognormal Model

  Lognormal Model

  Sample Cards:

  mean,

  variance,

  distribution of ln st so
  19 Cards
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• Black Scholes Pricing Model

  Black-Scholes Pricing Model

  Sample Cards:

  general b s formula,

  general b s formula,

  general b s formula
  18 Cards
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• Option Greeks

  Option Greeks

  Sample Cards:

  delta,

  delta,

  delta
  30 Cards
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• Delta Hedging

  Delta Hedging

  Sample Cards:

  overnight profit,

  breakeven,

  delta gamma theta approx
  5 Cards
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• Exotic Options

  Exotic Options

  Sample Cards:

  asain options,

  asain options,

  asain options
  27 Cards
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• Simulation

  Simulation

  Sample Cards:

  z,

  simulating stock price,

  risk neutral vs true
  11 Cards
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• Brownian Motion

  Brownian Motion

  Sample Cards:

  brownian motion,

  multiplication rules,

  abm
  22 Cards
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• S A

  S^a

  Sample Cards:

  expected value,

  forward price,

  yield on derivative
  4 Cards
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• Interest Rate Models

  Interest Rate Models

  Sample Cards:

  interest rate models,

  interest rate models,

  interest rate models
  16 Cards
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