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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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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
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Chapter 4
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
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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 #4 Link (CD Textbook Chapter 13 BOPM)
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Homework #5
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Homework #6
Homework #7
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