|
THURSDAYS 6:30-8:40PM
|
|
Jan 23
|
Jan 30
|
Feb 6
|
Feb 13
|
Feb 20
|
Feb 27
|
Mar 6
|
Mar 13
|
Mar 20 Remote on-line Via Canvas
|
Mar 27
|
Apr 3
|
Apr 10
|
Apr 17
|
Apr 24
|
May 1
|
May 8
|
| |
|
OPTION STRATEGIES AND VALUATION
|
|
|
|
|
|
|
|
|
|
FUTURES, FORWARDS, SWAPS, CDS AND FRA's
|
EQUITY VALUATION
|
|
|
|
|
Chapter 13
Introduction & Structure of Derivatives Markets
|
Chapter 13
Basic Option Strategies
|
Chapter 13
Advanced Option Strategies
|
Chapter 13
Spread Option Strategies
|
Chapter 13 Review of all Options (Basic, Covered Strategies and Advance Strategies)
|
Chapter 13
Intro to Binomial Pricing Model - Method #1
The Binomial Model - Single and Multi-stage Approach
In-Class Practice
|
Chapter 13 Option
Pricing Models: The Black-Scholes-Merton Model
|
EXAM REVIEW (Pre-Recorded
on Zoom - see link below)
Midterm Exam - Options
Options Formula
Options Practice Sheet with Answers
|
|
MIDTERM EXAM RESULTS
REVIEW
|
Chapter 14
Forwards & Futures
|
Chapter 14
Swaps andTRS
|
Chapter 14 and Handout Credit Swaps, FRAs and
CDS
|
Instructor's Notes: Equity Valuations using Options approach
|
Exam Review
|
|
|
Assigned Lectures
|
Introduction to Derivatives
|
Options: Concepts, Strategy and Valuations
|
Options: Concepts, Strategy and Valuations
|
Options: Concepts, Strategy and Valuations
|
Options: Concepts, Strategy and Valuations
|
Options: Concepts, Strategy and Valuations
|
|
|
|
Options: Concepts, Strategy and Valuations
|
Futures, Forwards & Swaps
|
Futures, Forwards & Swaps
|
|
Valuation of start-up businesses using Black-Scholes Options Pricing Model
|
Final Exam Review
|
|
|
Zoom Recordings
|
Zoom Recording 1/16 Intro to Course
|
Zoom Recording 1/23
|
Zoom Recording 1/30
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Lecture on YouTube
|
|
Introductions to Options and Basic Strategies
JD.com Call Option
JD.com Options - Yahoo Finance
|
Nike - Bear Put Spread
Nike Options - Yahoo Finance
|
Introduction to Option Valuation
One-Period BOPM (Leverage & Probability Method) Call Option 1/3
|
|
Two-Period BOPM - Call Option 2/3
Two-Stage BOPM - Put Option 3/3
|
|
|
|
|
|
Interest Rate Swaps - The Basics 1/3
Interest Rate Swaps and benefits 2/3
Simple Interest Rate Swaps 3/3
Currency Swaps & CDS
|
|
|
|
|
|
Assigned Spreadsheets
|
|
Excel Template: Options: Concepts, Strategy and Valuations
|
Basic Option Strategies (Protective Puts, Covered Calls, Collars)
|
Advanced Strategies (Bull, Bear, Butterfly Spreads)
Spread Options In-Class Examples
|
|
Bionomial Option Pricing Model Method 1 (6-step Method)
BOPM (single and 2-period) Method 2
|
|
|
|
Black Scholes Option Model
|
Futures & Forwards
Chapter 14 - Futures, Forwards & Swaps
|
SWAPS
Total Return Swaps (TRA)
|
|
SaaS IP Case Study - OPM Valuation
Distress Company Valuation using Black Scholes - Spirit Air Bankruptcy
|
SaaS IP Case Study - OPM Valuation
Distress Company Valuation using Black Scholes - Spirit Air Bankruptcy
|
|
|
EXAMS
|
|
|
|
|
|
|
|
|
MidTerm online via Canvas
|
|
|
|
|
|
|
Final Exam
Question 8 Take Home Exam - Bonus Points
Question 8 Template
Midterm_Exam_Questions_1_2
Options Practice Sheet with Answers
Options Formula
|
|
Homework Assignments
|
|
|
|
Homework #1 Homework found on Canvas with spreadsheet
template
|
Homework #2 Homework found on Canvas with spreadsheet
template
|
Homework #3 Homework found on Canvas with spreadsheet
template
|
Homework #4a nd 4b Homework found on Canvas
|
Homework #5 Homework found on Canvas with spreadsheet
template
|
|
|
|
Homework #6 Homework found on Canvas with spreadsheet
template
|
Homework #7a and 7b Homework found on Canvas with
spreadsheet template
|
Homework #8 Homework found on Canvas with spreadsheet
template
|
|
|
|
An Analytical Approach to Investments Finance & Credit (1st Edition) C.Droussiotis, Cognella Publishing
To Purchase Textbook
|
ARTICLE: GameStop's Gargantuan Gamma Squeeze
GameStop Charts
Greeks in Finance
|
SIFMA Insights: US Listed Options Primer
|
Trading and valuing Options
|
YouTube Link: DVDA Uncovered Put
YouTube Link: Bull Call Spread on Regeneron
|
|
|
|
|
|
Article on Black Scholes
Bitcoin Option Calc Using Black Scholes
Horse Racing & Options
CFA BOPM
|
WSJ Futures Prices
Yahoo Finance Futures Prices
|
Total Return Swap gone wrong - Article
LIBOR MARKETS Interest Rates
Managing Negative Interest Rates
|
The Big Short Clip on CDS
|
|
|
|
|
Practice Sheets
|
|
Options Practice Sheet with Answers
|
|
The Greeks in Options Explain
|
|
|
|
|
|
|
|
|
|
|
|
|
