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Stochastic Calculus: Ito’s Equation
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Classroom Contents
Financial Derivatives and Risk Management
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- 1 Financial Derivatives And Risk Management
- 2 Overview of Derivatives
- 3 Forwards: Introduction & Pricing
- 4 Forwards: Pricing & Arbitrage
- 5 Forwards Pricing: Consumption Assets
- 6 Futures: Introduction & Salient Features
- 7 Futures: Margining & MTM
- 8 Forwards & Futures Prices, Exposure
- 9 Exposure & Risk
- 10 Basics of Futures Hedging
- 11 Futures Hedging: Nuances
- 12 Futures Hedging: No of Contracts
- 13 Futures Hedging: Examples
- 14 Mean Variance Portfolio Theory
- 15 Capital Asset Pricing Model
- 16 Systematic & Unsystematic Risk
- 17 Index Futures: Basic Theory
- 18 Hedging with Index Futures
- 19 Index Futures: Arbitrage, Examples
- 20 Spot Interest Rates & YTM
- 21 YTM, Other Yield Measures
- 22 Interest Rate Risk
- 23 Duration & Price Sensitivities, Immunization
- 24 Interest Rate Futures: Salient Features
- 25 T-Bill Futures: Applications
- 26 T-Bill Futures: Hedging
- 27 T-Bill Futures: Arbitrage; Eurodollar Futures
- 28 Tailing the Hedge; Clean & Dirty Price
- 29 US T-Bond Futures: Salient Features, Pricing
- 30 US T-Bond Futures: Conversion Factor; Options
- 31 Options: Basic Theory
- 32 Options: Price Bounds, American Options
- 33 American Options: Properties
- 34 Basic Option Trading Strategies
- 35 Option Strategies Contd
- 36 Option Spread Strategies
- 37 Stochastic Processes: Random Walk
- 38 Stochastic Processes: Brownian Motion
- 39 Stochastic Processes: Diffusion Equation
- 40 Stochastic Processes: Central Limit Theorem, Stochastic Calculus
- 41 Stochastic Calculus: Ito’s Equation
- 42 Stock Price Distributions; Fokker Planck Equation & Solution
- 43 Lognormal Distribution
- 44 Option Pricing: Binomial Model, Risk Neutral Valuation
- 45 Option Pricing: Binomial Model Contd
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- 61 Options: Put-Call Parity
