This version also contains a brand new Quiz to test your learning. Choose between a random quick 10 question quiz and a full exam.
There still includes the original content spanning the complete range of derivatives for the beginner wishing to get into this field from simple futures and forwards to Black-Scholes option pricing. We look at rates, equities, FX and commodities.
We go into bootstrapping a yield curve and allow you to play with this concept yourself in the ThinxLab by bootstrapping a real curve and pricing portfolios of products with it.
There is a detailed look at basis swap pricing, a topic that is not addressed in most finance literature. Once again you can price your own and risk manage a book to get a good idea of what trading these instruments entails.
We look at options in great depth from payoffs, strategies down to the Black-Scholes equations and their permutations.