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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
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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
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
Option Pricing Models: The Black-Scholes-Merton Model
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Chapter 5
Option Pricing Models: The Black-Scholes-Merton Model
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MIDTERM EXAM RESULTS REVIEW
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Chapter 8
Forwards & Futures
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Chapters 11 & 12
Credit Swaps, TRS and CDS
Interest Rate Forwards & FRAs
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Instructor's Notes: Equity Valuations using Options approach
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Pre-Recorded Exam Review via Zoom
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Homework Assignments
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Homework #1 Complete Chapter
6 #10, 12 and 13 (no need to graph) Terminology: Write = Sell
Text Book Homework #1
Answers H#1
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Homework #2: Chapter 7 #6,9,13
Text Book Homework #2
Answers H#2
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Homework Link #3
Answers H#3
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Homework #4 Link (CD Textbook Chapter 13 BOPM)
Answers #4 - Chapter 13
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Homework #5
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Homework #6
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Homework #7
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