Core Reading 2014 - ST6 Finance and Investment Specialist Technical B

Core Reading is the Institute and Faculty's statement of what each student needs to know to pass the exam. You can purchase course notes, combined materials packs and other study material from ActEd.

Contents

• Accreditation
• Introduction
• Unit 1 Derivatives markets
• Unit 2 Forward and futures prices
• Unit 3 Hedging with futures
• Unit 4 Traded derivatives contracts
• Unit 5 Interest rate derivatives
• Unit 6 Exotic options
• Unit 7 Factors affecting option prices
• Unit 8 The binomial model
• Unit 9 The Black-Scholes model
• Unit 10 Further analysis of the Black-Scholes model
• Unit 11 Numerical methods
• Unit 12 Hedging and the “Greeks”
• Unit 13 Interest rate derivatives & the Black model
• Unit 14 The term structure of interest rates
• Unit 15 Structured derivatives & synthetic securities
• Unit 16 Risk management
• Syllabus with cross referencing to Core Reading