Derivative Securities Notes
Course Outline: FEModuleOutline.pdf
LECTURE NOTES
Lecture Notes Options: FEOptions.pdf
Lecture Notes Trading Strategies: FETradingStrategies.pdf
Options Graphs: FEOptions_graphs.pdf
Lecture Notes Binomial Option Pricing Model (Calls): FEBinomlOptMod.pdf
Lecture Notes Binomial Option Pricing Model (Puts): FEBinomialOptionModelPut.pdf
Lecture Notes Black and Scholes Model: FEBlackScholes.pdf
Lecture Notes Duration of Bonds: FEDuration1.pdf
Lecture Notes Forwards and Futures: FEForwards_Futures.pdf
Lecture Notes Asian and Other Options; Swaps FEOptionsExtra.pdf
Forwards and Futures/Options Graphs FEForwardsFutures_Options_graphs.pdf
EXTRA NOTES
Notes 1 (Options): FELN1.pdf
Notes 2 (Trading Strategies 1): FEln2.pdf
Notes 3 (Trading Strategies 2): FEln3.pdf
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Notes 3a (Trading Strategies Summary-Graphs): TradingStrategiesSummaryGraphs.pdf
Notes 3b (IBKR Trading Strategies): IBRK_TradingStrategies.pdf
Notes 3c (HSBC Trading Strategies): TrStrOpt_HSBC.pdf
Notes 3e: (ASX Trading Strategies): TrStrOpt_ASX.pdf
Link: Option Strategies Insider: OptStrInsider
Link: Key point to know about selling options: Selling Options
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Notes 4 (Binomial Model): FELN4.pdf
Notes 5 (Black and Scholes model 1): FELN5.pdf
Notes 6 (Black and Scholes model 2): FELN6.pdf
Notes 7 (The Greeks): FELN7.pdf
Notes 7a Greeks: FEGreeks.pdf
Notes 8 (Term Structure/Expectation Hypotheses): FELN8.pdf
Notes 8a Term Structure: FETermStructure1.pdf
Notes 9 (Duration of Bonds): FELN9.pdf
PROBLEM SETS
Problem Set 1 (Options): FEProblemSet1OptionsSolutions.pdf
Problem Set 2 (Trading Strategies): FEProblemSet2TradSolutions.pdf
Problem Set 3 (Binomial Option Model): FEProblemSetBOPMSolutions.pdf
Problem Set 4 (Black and Scholes Formula): FEProblemSetBS.pdf
Problem Set 4 (Black and Scholes Formula; Solutions): ProblemSetBSSolutions
Problem Set 5 (Forwards and Futures): FEProblemSetForwards_Futures.pdf
Problem Set 5 (Forwards and Futures; Solutions): ProblSetForFutSolut
Problem Set 6 (Term Structure): FEProblemSetTS.pdf
EXAM PAPERS
Specimen Exam 2006-2007: FESpecimenExam2007.pdf
Specimen Mid-term exam 2007-2008: SpecimeMidtermExam0708.pdf
