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What is a derivative
An instrument whose value depends on, or is derived from another asset
Why are derivatives important
They play a key role in transferring risks in the economy
How are derivatives traded
Exchanges such as Chicago Board Options Exchange
OTC market where traders working for institutions contact each other directly
How derivatives are used
Hedge risks
Speculate (take a view on future direction of market)
Lock in arbitrage profit
Change nature of a liability
Types of Derivatives
Forwards
Futures
Swaps
Options
Forward Contract
Agreement to purchase an asset at a time in the future at an agreed price
Forward price is the delivery price that would be applicable to the contract if negotiated today
Forward price may be different for contracts of different maturities (ex. Spot = 1.4542/1.4546, 1M Forward = 1.4544/1.4548, 3M Forward = 1.4547/1.4551)