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Derivatives & Options

Professional website about Algorithmic Trading and Market Microstructure

Following lessons will give a good understanding on which characteristics affect derivatives and options price. There is already a lot of books and articles covering these products. However, my main motivation is to focus on how non-linear products (options) change value if we do not assume everything is being constant. It is really important to understand interaction between every component especially when the product traded is highly volatile towards many of these factors (it is the case for options close from expiration). Finally. this section will help readers to better understand related researches.

Lesson 1 – Forward Vs Futures

Present differences between Forward and Futures contract. In addition, there is an introduction concerning pricing of these contracts.