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