Search for tag: "financial markets"

ARE139: Lecture 14, Fall 2015

Lecture 14: Carter introduces hedging with futures as a risk management strategy. He gives examples of long and short hedges in commodity markets are presented. Basis is defined as the difference…

From  elldub on November 12th, 2015 0 likes 10 plays 0  

ARE139: Lecture 12, Fall 2015

Lecture 12 begins with a description of Eurodollar futures contracts including calculation of profit or loss on and example contract. Professor Carter further discusses trade imbalance, politics,…

From  elldub on November 5th, 2015 0 likes 18 plays 0  

ARE139: Lecture 11, Fall 2015

Lecture 11 outlines the three types of financial futures and how they are priced. Professor Carter describes the characteristics of different debt instruments, bonds and eurodollars. The role of…

From  elldub on November 3rd, 2015 0 likes 23 plays 0  

ARE139: Lecture 10, Fall 2015

Lecture 10 presents the Theory of Normal Backwardation (Keynes) and the Theory of Price of Storage (Working) - explain how the prices for different delivery months are related and, in turn, the…

From  elldub on October 27th, 2015 0 likes 34 plays 0  

ARE139: Lecture 6, Fall 2015

Lecture 6 gives examples of treasury-bond trading, pricing, profit-loss calculation, basis points, interest-rate expectation, and of currency trading are discussed. These are followed by video…

From  elldub on October 13th, 2015 0 likes 22 plays 0  

ARE139: Lecture 3, Fall 2015

This class describes what options contracts, or options on futures contracts are. It also answers what the difference is between a call option and a put option. What does it mean to go long or go…

From  elldub on October 1st, 2015 0 likes 79 plays 0