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Aug 28
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Sep 4
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Sep 11
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Sep 18
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Sep 26
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Oct 2
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Oct 9
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Oct 16 online via Canvas
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Oct 23
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Oct 30
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Nov 13
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Nov 20
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Nov 27
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Dec 4
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Dec 11 Reading Day
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Dec 18
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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 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 3-5
Principal of Option Pricing Intro to Binomial Pricing Model Leveraged (6 step) Method
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The Binomial Model - Probability Method Single and Multi-stage
Approach
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Option Pricing Models: The Black-Scholes-Merton Model
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Chapter 8
Forwards & Futures
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Chapters 11
Credit Swaps, TRS and CDS
Chapters 12
Interest Rate Forwards & FRAs
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Instructor's Notes: Equity Valuations using Options approach
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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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EXAM REVIEW
Midterm Exam Review
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Options: Concepts, Strategy and Valuations
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Futures, Forwards & Swaps
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Futures, Forwards & Swaps
Futures, Forwards & Swaps
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Valuation of start-up businesses using Black-Scholes Options Pricing Model
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EXAM REVIEW
Final Exam Review
Options Practice Sheet with Answers
Options Formula
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Zoom Recordings
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Lecture on YouTube
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Introductions to Options and Basic Strategies
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Introduction to Option Valuation
One-Period BOPM (Leverage & Probability Method) Call Option 1/3
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
Excel Template: Options: Concepts, Strategy and Valuations
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Advance Option Strategies
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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
Options Formula
Options Practice Sheet with Answers
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Futures & Forwards
Chapter 14 - Futures, Forwards & Swaps
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SWAPS
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Equity Val using Black Scholes
SaaS IP Case Study - OPM Valuation
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EXAMS
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MidTerm Exam taken Online via the website
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Question 8 Exam due 12/13
Question 8 Take Home Exam - Bonus Points
Question 8 Template
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Final Exam
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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 #5
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Homework #6
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Homework #7
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![textbookfirsteditionV2.jpeg.jpg](sitebuildercontent/sitebuilderpictures/.pond/textbookfirsteditionV2.jpeg.jpg.w180h227.jpg)
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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WSJ: FB says Apple's Privacy Changes Hurt Digital Ad Measurement
CNBC Option Segment on FB's sadden drop in stock
Options Page on FB
FB PUT Option Spreadsheet
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Article on Black Scholes
Bitcoin Assume Option Valuation
Horse Racing & Options
CFA BOPM
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Total Return Swap gone wrong - Article
The Big Short Clip on CDS
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WSJ Futures Prices
Yahoo Finance Futures Prices
LIBOR MARKETS Interest Rates
Managing Negative Interest Rates
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Total Return Swap gone wrong - Article
The Big Short Clip on CDS
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Total Return Swap gone wrong - Article
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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