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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
Principal of Option Pricing Intro to Binomial Pricing Model - Method #1
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Chapter 4
Option Pricing Models: The Binomial Model - Single and Multi-stage Approach
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Chapter 5
Option Pricing Models: The Black-Scholes-Merton Model
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Instructor's Notes: Equity Valuations using Options approach
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Instructor's Notes: Equity Valuations using Options approach
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Chapter 8
Forwards & Futures
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Chapters 11-12
Interest Rate Forwards & FRAs
Credit Swaps, TRS and CDS
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Homework Assignments
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Homework #1 Chapter 6 #10,
12, 13 (no graph for 13)
Text Book Homework #1
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Homework #2: Chapter 7 #6,9,13
Text Book Homework #2
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Homework Link #3
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Homework #4 Link (CD Textbook Chapter 13 BOPM)
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Homework Link #5
Homework Link #6
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Homework Link #7
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Homework #8 Template (CHAPTER 14)
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