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ARE139: Lecture 18, Fall 2015

Lecture 18 covers hedging using options and compares the benefits of hedging using options versus hedging using futures. Examples of hedging using options are presented.

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ARE139: Lecture 17, Fall 2015

Lecture 17 introduces the concept of put-call parity and its implications for options pricing. Arbitrage relationships between options contracts are discussed.

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ARE139: Lecture 16, Fall 2015

Lecture 16 Options on futures are introduced and options terms such as put, call, strike price, premium, and intrinsic value and time value are defined. Numerous examples of options trades are…

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ARE139: Lecture 15, Fall 2015

Lecture 15: Carter continues the discussion of hedging, giving examples of currency and financial hedges. The concept of an optimal hedge is discussed.

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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…

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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,…

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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…

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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…

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ARE139: Lecture 9, Fall 2015

Lecture 9 completes the discussion of the price of storage and provides an example of actual basis for Illinois corn. Carter introduces foreign currency markets, how economic indicators impact…

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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…

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ARE139: Lecture 5, Fall 2015

Lecture 5 presents the economic functions served by futures and options markets. It then begins a description of the terminology and mechanics involved in futures and options markets and provides…

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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…

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ARE139: Lecture 2, Fall 2015

Lecture 2 continues the course introduction - explaining just what is a futures contract and what are the four categories of futures contract. This lecture also provides an introduction to an…

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