Part I: Fundamentals and Pricing of Options and Futures -- Chapter 1. Fundamentals of options -- Chapter 2. The Black-Scholes model incl. the Greeks -- Chapter 3. Fundamentals and pricing of futures -- Part II: Option strategies -- Chapter 4. Basic strategies with options and bullish option...

General structure of the case study -- Course 1: Risk Analysis -- Course unit 1: Graphical representation of risks -- Course unit 2: Variance and standard deviation -- Course unit 3: Models for calculating volatility -- Course 2: Quantitative instruments in risk management -- Course unit 1:...

This book shows how modern risk management in banks and insurance companies can be modeled in Excel and Matlab. Readers are provided with all the necessary knowledge and skills in a systematic and structured step-by-step manner. Apart from basic Excel knowledge, no previous knowledge is...