Study Unit 3
Money Market and Money Market
Instruments
2013 SIM University. All rights reserved.
INTRODUCTION
At the end of this lesson presentation, you will be
able to:
Analyse money market and mo
Study Unit 2
Financial Institutions
(Insurance Companies and Pension Funds)
2013 SIM University. All rights reserved.
INTRODUCTION
At the end of this lesson presentation, you will be
able to:
Apprai
Study Unit 3
Bond Markets and Instruments
2013 SIM University. All rights reserved.
INTRODUCTION
At the end of this lesson presentation, you will be
able to:
Analyse bond markets and instruments
De
Study Unit 1
Efficient Market Hypothesis
2013 SIM University. All rights reserved.
INTRODUCTION
At the end of this lesson presentation, you will be
able to:
Analyse the concept of market efficiency
Study Unit 2
Financial Institutions
(Commercial Banks)
2013 SIM University. All rights reserved.
INTRODUCTION
At the end of this lesson presentation, you will be
able to:
Appraise the operations and
Study Unit 1
Characteristics and Regulations
2013 SIM University. All rights reserved.
INTRODUCTION
At the end of this lesson presentation, you will be
able to:
Analyse the functions served by finan
FIN301
Financial Instruments, Institutions and
Markets
Assignment 1 - Individual Assignment / TMA 1
July 2015 Presentation
Individual Assignment
This assignment is worth 15% of the final mark for FIN3
FIN359
Derivative Securities
Study Guide
FIN359
Derivative Securities
Study Guide (5CU)
Course Development Team
Head of Programme :
Course Developer :
Production :
Dr Ding Ding
A/P Sundaram Janakirama
Test on concept
A lot of calculations
Bring normal distribution table
Get a calculator
Working with 4dp as an input, give ans in 2dp
1) Interest Rates
Totally understand the mechanism of FRA, futures
SU1 - Options
Put and Call
Terminal value of a bought call = max cfw_(ST SX), 0
The terminal value of a bought put = max cfw_(SX ST), 0
Premium paid for a call is C0
Terminal value is Max cfw_(ST SX),
FIN359
Derivative Securities
Study Guide (5CU)
Course Development Team
Head of Programme :
Course Developer :
Production :
Dr Ding Ding
A/P Sundaram Janakiramanan
Educational Technology & Production T
Supplement to the
FidelityR Blue Chip Growth Fund (FBGRX) and Fidelity Blue Chip Value Fund (FBCVX)
Fidelity Blue Chip Growth Fund is a Class of shares of Fidelity Blue Chip Growth Fund
Funds of Fidel
FIN359
Derivative Securities
CASE: SINGAPORE AIRLINES CASE
January 2015 Presentation
FIN359 Copyright 2015 SIM University
CASE: SINGAPORE AIRLINES CASE January Semester 2015
Page 1 of 4
The examinatio
FIN359
Specimen Examination Paper
Derivative Securities
_
Time allowed: 2 hours
_
Solutions
FIN359 Copyright 2016 SIM University
Specimen Exam Paper
Page 1 of 14
You must answer ALL the questions. (To
FIN359
Derivative Securities
Assignment 1 - Individual Assignment/TMA01
January 2016 Presentation
FIN359
Assignment 1
Individual
This assignment is worth 20% of the final mark for FIN359 Derivative Se
March 2015
S&P 500 SPX INDEX OPTIONS
SM
The S&P 500 is widely regarded as the best single gauge of the U.S. large-cap equities market. Responding
to client demand, CBOE Holdings provides investors wit
FIN359
Specimen Examination Paper
Derivative Securities
_
Time allowed: 2 hours
_
INSTRUCTIONS TO STUDENTS:
1. This examination contains FIVE (5) questions and comprises FIVE (5) printed
pages (includ
FIN359
Derivative Securities
Assignment 2 Group-based Assignment
January 2015 Presentation
FIN359
Assignment 2
Group-based Assignment
This assignment is worth 30% of the final mark for FIN359 Derivati
FIN359
Derivative Securities
Assignment 1 - Individual Assignment / TMA
January 2015 Presentation
FIN359
Assignment 1
Individual Assignment
This assignment is worth 20% of the final mark for FIN359 De
Binomial Model Hedge Ratio
February 12, 2016
1
The Meaning of Hedge Ratio
Standard option pricing models define the price of an option as the cost of maintaining a dynamic portfolio
of stock and cash
FIN359
Derivative Securities
Assignment 2 Group-based Assignment
January 2016 Presentation
FIN359
Assignment 2
Group-based Assignment
This assignment is worth 30% of the final mark for FIN359 Derivati
Cox-Rubinstein-Ross Binomial Model for Currency Option Pricing
February 15, 2016
1
Usual Binomial Model
The binomial model for option pricing,as you have been taught, assumes the following parameters:
Roll Yield in Commodities
February 15, 2016
Suppose the price of a futures contract if Ft , as it varies over time, converging towards the maturity T .
It is tracking an underlying price - the spot pr
Two Important Greeks in the Black-Scholes Model
February 15, 2016
1
Greeks
In the Black-Scholes model of option pricing, the price of an option (either vanilla call or vanilla put) depends
on the foll
Portfolio Insurance
February 13, 2016
Portfolio insurance is the hedging of the downside risk of a portfolio of stocks with derivatives. If the
portfolio is well-diversified, it is possible to buy por