THURSDAYS 6:30-8:40PM JH 210
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Jan 25
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Feb 1
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Feb 8
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Feb 15
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Feb 22
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Feb 29 Pre-Recording Review
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Mar 7
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Mar 14 Remote on-line Via Canvas
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Mar 21
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Mar 28
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Apr 4
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Apr 11
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Apr 18
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Apr 25 Asynchronus
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May 2 Class via Zoom
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May 9 On Line Exam via Canvas
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OPTION STRATEGIES AND VALUATION
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FUTURES, FORWARDS, SWAPS, CDS AND FRA's
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EQUITY VALUATION
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REVIEW AND FINAL EXAM VIA ZOOM
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Link to Text Book
Introduction to Derivatives and Risk Management 10th EditionISBN-13: 9781305104969 Authors: Don
M. Chance; Roberts Brooks Publisher: Cengage Learning
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Chapter 1, 2
Introduction & Structure of Derivatives Markets
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Chapter 6
Basic Option Strategies
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Chapter 7
Advanced Option Strategies
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Chapter 3-4
Spread Option Strategies
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Chapter 4
Principal of Option Pricing Intro to Binomial Pricing Model - Method #1
The Binomial Model - Single and Multi-stage Approach
In-Class Practice
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Chapter 5
EXAM REVIEW
Midterm Exam - Options
Options Formula
Options Practice Sheet with Answers
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MIDTERM EXAM RESULTS
REVIEW
Option Pricing Models: The Black-Scholes-Merton Model
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Chapter 8
Forwards & Futures
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Chapters 11 & 12
Credit Swaps, TRS and CDS
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Credit Swaps, FRAs, TRS and CDS
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Instructor's Notes: Equity Valuations using Options approach
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Exam Review via
Zoom
Zoom Link
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