THURSDAYS 6:308:40PM JH 210


Jan 25

Feb 1

Feb 8

Feb 15

Feb 22

Feb 29 PreRecording Review

Mar 7

Mar 14 Remote online Via Canvas

Mar 21

Mar 28

Apr 4

Apr 11

Apr 18

Apr 25

May 2 Class via Zoom

May 9 On Line Exam via Canvas



OPTION STRATEGIES AND VALUATION

FUTURES, FORWARDS, SWAPS, CDS AND FRA's

EQUITY VALUATION

REVIEW AND FINAL EXAM VIA ZOOM


Link to Text Book
Introduction to Derivatives and Risk Management 10th EditionISBN13: 9781305104969 Authors: Don
M. Chance; Roberts Brooks Publisher: Cengage Learning

Chapter 1, 2
Introduction & Structure of Derivatives Markets

Chapter 6
Basic Option Strategies

Chapter 7
Advanced Option Strategies

Chapter 34
Spread Option Strategies


Chapter 4
Principal of Option Pricing Intro to Binomial Pricing Model  Method #1
The Binomial Model  Single and Multistage Approach
InClass Practice

Chapter 5
EXAM REVIEW
Midterm Exam  Options
Options Formula
Options Practice Sheet with Answers



MIDTERM EXAM RESULTS
REVIEW
Option Pricing Models: The BlackScholesMerton Model


Chapter 8
Forwards & Futures

Chapters 11 & 12
Credit Swaps, TRS and CDS

Credit Swaps, TRS and CDS

Instructor's Notes: Equity Valuations using Options approach

Exam Review via
Zoom
Zoom Link

