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This is a project funded by the Teaching Development Grant (TDG) of The University of Hong Kong.

​Dataset for FINA2322 Derivatives:

    This dataset provides information on the common stocks' end of price, volume and outstanding amount from October to December 2023. 

    As a warm-up and preparation for further topic, this dataset aims to refresh your memory of basic financial security. For instance, you may use it to familiarize with methods calculating returns of stock.

    This dataset provides information as of month ends on the bonds issued by Apple.  Period of observation is between January 2023 and September 2023.

    This dataset also serves as a warm-up for future topics, you may use it to enhance your familiarity calculating price of bonds, as bond is frequently used as underlying assets in derivatives.

     This dataset comprises transaction data for Brent Crude Oil Futures from Bloomberg, tracking Brent Crude Oil Futures Contract that delivers in December 2024 from 2023/9/19 to 2024/9/18 and further recording the price of Brent crude oil futures with 14 different delivery dates as of 2024/9/19 for contracts.

    This dataset provides practical example for futures and serves as a complementary real-life resource for futures pricing theory discussed under the topic ‘future and forward’.

    This dataset provides a brief explanation on EUAs (EU Allowance) and information including prices and trading volumes of futures whose underlying assets are carbon emission allowance with different maturities (delivery date) as of 2024/10/30 which is the latest updated time by the time this dataset is collected. This dataset aims to provide an example of financial derivatives under the of context of eco-protection topic.

    This dataset is also designed for the topic ‘future and forward’ . You can use what we taught in lecture and apply them to real life data.

    This dataset consists of a brief introduction of SOFR rate and SOFR swap transaction data for USD SOFR Fixed (Float) Swap on Bloomberg，including price information with different maturity tenor (from 1 week to 30 years), and also provides SOFRRATE index in a separate sheet for reference with 2023/10/26 as start date and 2024/10/23 as end date.

    As LIBOR is now no longer actively used in financial market, this information set aims to provide students with updated empirical example of interest rate-based security and echo with knowledge of ‘swap’ we discussed in the course.

    This dataset provides information on the HKD_USD swaps and transaction data as of September 19, 2024 on HKD-USD swaps with different settlement dates (up to five years) and different terms, information including swap rate, bid-ask yield for HKD and USD, and their respective implied yield are available.

    This dataset is designed to provide an example of cross-currency interest rate swap and aligns with the topic ‘swap’ in the course. You may also utilize it to deepen your understanding of currency-based securities.

    This dataset exhibits the historical option prices of the Microsoft call and put option contracts from Jan 1, 2023 to Aug 31, 2023, with an expiry date of  Dec 20, 2024 and Sep 20, 2024 respectively. And the price and dividend information for the underlying asset- Microsoft stock as well as the T-bill rate are also available.

    This excel sheet aim to encourage students to apply knowledge in topic ‘option’ to either price the option or verify put-call parity with real-life data.

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