
OPTION STRATEGIES AND VALUATION


FUTURES, FORWARDS, SWAPS, CDS AND FRA's


EQUITY VALUATION

REVIEW AND FINAL EXAM

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
Principal of Option Pricing Intro to Binomial Pricing Model  Method #1

Chapter 4
Option Pricing Models: The Binomial Model  Single and Multistage Approach
Option Pricing Models: The BlackScholesMerton Model

Chapter 5
Option Pricing Models: The BlackScholesMerton Model





MIDTERM EXAM RESULTS REVIEW

Chapter 8
Forwards & Futures


Chapters 11 & 12
Credit Swaps, TRS and CDS
Interest Rate Forwards & FRAs


Instructor's Notes: Equity Valuations using Options approach

PreRecorded Exam Review via Zoom


