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Financial Risk Management

This class was created by Brainscape user Harry Evans. Visit their profile to learn more about the creator.

By: Harry Evans
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Decks in this class (20)

Notations
C 1,
P 2,
S0 3
11  cards
Exam: CH 3 hedging strats with futures
What is a perfect hedge 1,
What does a short hedge involve 2,
When is a short hedge useful 3
28  cards
Exam: CH 5 Forward and future prices
What is an investment asset 1,
What is a consumption asset 2,
What is short selling 3
15  cards
Exam: CH 6 Interest rate futures
What are day count conventions 1,
Us treasury bonds day counted as 2,
Us corporate and municipal bonds ...
21  cards
Exam: CH 7 Swaps
What is a swap 1,
What does the agreement in a swap...,
What is the most common swap and ...
35  cards
Exam: CH 12 Binomial method
What is a risk neutral world 1,
What is e delta 2
2  cards
Exam: CH 13 Black Scholes model
What does this term t stand for 1,
What is the geometric mean 2,
How does a variable have a lognor...
9  cards
Exam: CH 19 Volatility smiles
What is a volatility smile 1,
What is the put call parity 2,
Is the implied volatility of a eu...
23  cards
Exam: CH 20 Value at risk
What is var value at risk 1,
Why do regulators use var 2,
What is market risk capital 3
17  cards
Exam: Ch 21 Interest rate options
What are 2 exchange traded intere...,
What is the issuer of a callable ...,
What is the holder of a puttable ...
13  cards
Week 1: Introduction
How can derivatives be used 1,
Explain a futures contract 2,
T f otc market trades are usually...
11  cards
Week 2: Mechanics of options
What are the option positions 1,
What are the expiration moth cycl...,
What is the expiration date 3
27  cards
Week 2: Properties of stock options
The effect on price of a call opt...,
The effect on price of a put opti...,
The effect on price of a call opt...
4  cards
Week 3: trading strategies involving options
What are the 4 option trading str...,
What position does the principal ...,
Give an example of a ppn 3
17  cards
Week 3: Spreads and combinations
What is a spread 1,
What does a bull spread most popu...,
T f with a bull spread is k1 k2 3
35  cards
Week 7: Mechanics of futures markets\
What can you get futures contract...,
T f all futures contracts lead to...,
How do investors close out a futu...
8  cards
CH 3 notations
S 1,
F 2,
S 3
9  cards
CH 5 notations
T 1,
S0 2,
F0 3
9  cards
CH 6 notations
Df 1,
P 2,
Dp 3
4  cards
CH 7 notations
Bf ix 1,
Bf l 2,
Bf 3
5  cards

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Financial Risk Management

  • Class purpose General learning

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