Introduction to Derivatives and Hedging

Revision sheet excerpt

Course Outline

  1. Derivatives and contract types
  2. Forwards and arbitrage
  3. Option positions and payoffs
  4. Market participants and zero-sum trading
  5. Futures markets and clearinghouses
  6. Margining and mark-to-market
  7. Hedging with futures and basis risk
  8. Cross hedging and hedge ratios
  9. Equity portfolio hedging
  10. Options mechanics and valuation
  11. Protective puts and option strategies

1. Derivatives and contract types

Key Concepts & Definitions

  • Derivative : A derivative is a contract whose value depends on an underlying asset, transferring risk between parties rather than creating value itself.
  • Forward contract : A forward contract is an OTC agreement to buy or sell an asset at a specified forward price on a future date with both parties obligated to perform.
  • Futures contract : A futures contract is an exchange-traded standardized forward that is settled daily via a clearing house using mark-to-market.
  • Options contract : An options contract gives the holder a right but not an obligation to buy or sell at strike price K, with an upfront premium and an asymmetric payoff.
  • Call option : A call option is the right to buy the underlying at strike price K, making it profitable when the underlying finishes above K plus the premium.

Essential Points

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Quiz preview

1. What best describes a derivative contract?

2. Which feature distinguishes a futures contract from a forward contract?

3. When a forward is overpriced relative to fair value, which strategy creates a riskless profit?

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Flashcards preview

Derivative — definition?

A contract whose value depends on an underlying asset.

Forward contract — role?

Obligation to buy or sell at a future date.

Futures contract — function?

Exchange-traded standardized forward settled daily.

Options contract — role?

Gives holder right but not obligation to buy/sell.

Call option — right?

Right to buy at strike K.

Put option — right?

Right to sell at strike K.

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The quiz contains 22 multiple-choice questions with detailed corrections and explanations for each answer. Ideal for testing your knowledge and identifying gaps.

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