Designed for the widest audience, without sacrificing a high level of understanding, graduating from limited math to arithmetic and algebra and some calculus.
Covers forwards and futures, options, binomial trees, Black-Scholes, volatility and dynamic strategies with detailed definitions and examples
Table of Contents
Assets, Derivatives and Markets
Basic concepts
Underlying assets
Classes of derivatives
Examples of derivatives
Markets
Forwards and Futures
Asset and Cash
Valuation and replication
Examples of forwards and futures
Hedging with futures
Swaps
Introduction to Options
Basic positions
Combined positions
Valuation
Replication
The Binomial Option Pricing Model
Single-period model
Multiperiod model
Hedging with options
Extensions
Options on bonds
The Black-Scholes Formula
Derivation
Hedging parameters
Extensions
Volatility
Realised volatility
Implied volatility
Dynamic Strategies
Dynamic asset allocation
Portfolio insurance
Simulation
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