PPT-Binomial Trees Options, Futures and Other Derivatives

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By Neha Arya For HRC Eco Hons Sem 6 FE A binomial tree is one of the popular ways of pricing an options contract

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Binomial Trees Options, Futures and Other Derivatives: Transcript


By Neha Arya For HRC Eco Hons Sem 6 FE A binomial tree is one of the popular ways of pricing an options contract. 6. th. Edition, Copyright . © John C. Hull 2005. 20.. 1. Credit Risk. Chapter 20. Options, Futures, and Other Derivatives. 6. th. Edition, Copyright . © John C. Hull 2005. 20.. 2. Credit Ratings. Delta On-Time Performance at Hartsfield-Jackson Atlanta International (June, 2003 - June, 2015). http://www.transtats.bts.gov/OT_Delay/ot_delaycause1.asp?display=data&pn=1. Data / Model. Total Operations: 2,278,897. Chapter 3. 1. Options, Futures, and Other Derivatives, 7th Edition, Copyright © John C. Hull 2008. Hedge : . A trade designed to reduce risk.. Many . of the participants in futures markets are hedgers. Their aim is to use futures markets to reduce a particular risk that they face.. February 2016. The UWA Futures Observatory opened in November 2015 to provide a focus for the Centre for Education Futures’ Scholarship and Innovation stream. . Its . purpose is to:. Promote . and encourage UWA’s future thinking . MCX bullion Futures : snapshot. Performance FY-17. MCX Gold . MCX Silver. Average Daily Volumes . ( . In MT). 15. 783. Open Interest ( In MT). 12. 509. Average Daily Turnover . (in . Rs. . Cr). 4501. Options, Futures, and Other Derivatives 8th Edition, Copyright © John C. Hull 2012. 1. Securitization. Traditionally banks have funded loans with deposits. Securitization is a way that loans can increase much faster than deposits. 16.. 1. 16.. 2. The Goals of Chapter 16. Introduce . mechanics of futures options. Properties of futures options. Pricing futures options using binomial trees. Pricing futures options with Black’s . 2. A. Forward vs. Futures Markets. 1. Forward contracting involves a contract initiated at one time and performance in accordance with the terms of the contract occurring at a subsequent time. . Example: A highly prized St. Bernard has just given birth to a litter of pups. A buyer agrees to buy one pup for $400. The exchange cannot take place for 6 weeks. The buyer and seller agree to exchange (sell) the pup in 6 weeks for $400. This is a forward contract; both parties are obligated to go through with the deal.. MCX bullion Futures : snapshot. Performance FY-17. MCX Gold . MCX Silver. Average Daily Volumes . ( . In MT). 15. 783. Open Interest ( In MT). 12. 509. Average Daily Turnover . (in . Rs. . Cr). 4501. Volatility Smiles. Chapter 19. 1. Fundamentals of Futures and Options Markets, 9th Ed, Ch 19, Copyright © John C. Hull 2016. Volatility Smile. A volatility smile shows, for options with a certain maturity, the variation of the implied volatility with the strike price . Ch. 14, Copyright © John C. Hull 2016. Employee Stock Options. Chapter 14. 1. Fundamentals of Futures and Options Markets, 9th Ed, Ch 14, Copyright © John C. Hull 2016. 2. Nature of Employee Stock Options. December 2014. Binomial Heaps. Fibonacci Heaps. 1. Fibonacci Heaps. Lazy Binomial Heaps. Binomial Heaps. Binary Heaps. O(1). O(1). O(log. . n. ). O(log. . n. ). Insert. O(1). O(1). O(1). O(1). Find-min. (chapter . 7). The following sections in chapter . 7 . are not . required for the exam:. - . American . option-pricing relationships. European option-pricing relationships. Binomial option-pricing model. Michael Taylor. FinPricing. https://finpricing.com/download.html. Currency Future. . A currency future or an FX future is a future contract between two parties to exchange one currency for another at a fixed exchange rate on a fixed future date. .

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