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Fordham FNBU 3446 Futures & Options

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---- FALL 2022 COURSES ---
Baruch FIN 9783
Columbia University Intro to Finance
Fordham FNBU 3446 Derivatives
SHU BFIN 4241 Merg.& Acquis.
SHU ECO 2408 Money and Banking
SHU BFIN 4234 & 7331 Derivatives
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-----PROFESSOR's INFO-----
PROFESSOR'S TEXT BOOKS
LECTURE VIDEOS
DROU ACCADEMY via Mindswaps Link
DrouMarkets.com Sim Game
Biography
Published Books/Articles
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-----OTHER CLASS INFO--------
Baruch Exec. MS FIN 9793
Baruch FIN 3710
Baruch FIN 4710
Baruch CAPS Cap Markets
Baruch CAPS - Corp. Fin. & Val.
Baruch CAPS Debt Markets
Baruch CAPS Equity Markets
Baruch CAPS - International Accountancy
Baruch CAPS International Finance
Baruch CAPS - Intro to Derivatives
Baruch CAPS - Investment Banking
Baruch Lecture Series - Banking and Finance
Baruch Lecture Series - Valuation of Intangible Assets
Baruch Lecture Series - Mergers and Acquisitions
Baruch Summer Leadership Academy - Lecture Series
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City Unity College Statements & Budgeting
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Fordham Credit & Banking
Fordham FNBU 3221
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SHU BFIN 2201
SHU BFIN 3211 Financial Strategy
SHU BFIN 4250 Fixed Income
SHU BFIN 7215 Money & Cap Markets
SHU - BFIN 7236 Corporate Finance
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Course Outline -  Lectures , Assignments and Exams

INFO:

LINKS:

 

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LINKS:

 

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LINKS:

Syllabus

Syllabus Fall 2022

Professor's Inbox
(upload info for Professor)

Professor's INBOX

Processor's Email

Class Info/time

Wednesdays 6.30-9:00pm

Hughes 307

 

Zoom Room

Zoom Link

Active Learning
(access to Assignments):

 

Professor's Biography

Professor's Biography

Office Hours/Remote
(9:00-5pm)

Make an Appointment Link

 

Aug 31 

Sep 7

Sep 14 

Sep 21

Sep 28

Oct 5

Oct  12
On-line
Review via zoom

Oct 19
Online Exam

 

Oct 26

Nov 2

Nov 9

Nov 16

Nov 23

 

Nov 30

Dec 7

Dec 14

 

OPTION STRATEGIES AND VALUATION

 

FUTURES, FORWARDS, SWAPS, CDS AND FRA's

 

EQUITY
VALUATION

Link to Text Book

Image result for Introduction to Derivatives and Risk Management 10th Edition

Introduction to Derivatives and Risk Management 10th Edition

ISBN-13: 9781305104969

Authors: Don M. Chance; Roberts Brooks

Publisher: Cengage Learning

      Chapter    1, 2

Introduction & Structure of Derivatives Markets 

N

O

 

C

L

A

S

S

Chapter 6 

Basic Option Strategies 

Chapter 7 

Advanced Option Strategies 

Chapter 3-4 

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

Chapter 4-5 

Option Pricing Models:

The Binomial Model -  Single and Multi-stage Approach

 

Option Pricing Models:

The Black-Scholes-Merton Model 

     

N

O

 

C

L

A

S

S

 

Chapter 8

Forwards & Futures

Chapters 11

Credit Swaps, TRS
and CDS

Chapters 12

Interest Rate Forwards & FRAs

N

O

 

C

L

A

S

S

 

Instructor's Notes:
 
 Equity Valuations using Options approach
 

   

Assigned Lectures

Lecture #1

Powerpoint Introduction to Derivatives

Lecture #2

Options: Concepts, Strategy and Valuations

Lecture #3

Options: Concepts, Strategy and Valuations

Lecture #4

Lecture #5

Options: Concepts, Strategy and Valuations

Lecture #6

Options: Concepts, Strategy and Valuations

       

Lecture #8

Futures, Forwards & Swaps

Lecture #9

Futures, Forwards & Swaps

 

Lecture #10

Valuation of start-up businesses using Black-Scholes Options Pricing Model

   

Zoom Recordings

 

Zoom Recording 9/14

Zoom Recording 9/21

Zoom Recording (partial) 9/28

Zoom Recording 10/5

EXAM REVIEW ZOOM RECORDING

       

Zoom Recording 11/16

 

Equity Val using Black Scholes

SaaS IP Case Study - OPM Valuation

   

Lecture on YouTube

 

Introductions to Options and Basic Strategies

 

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

         

Interest Rate Swaps - The Basics 1/3

Interest Rate Swaps and benefits 2/3

Simple Interest Rate Swaps 3/3

Currency Swaps & CDS

       

Assigned Spreadsheets

 

Basic Option Strategies

Excel Template: Options: Concepts, Strategy and Valuations

Advance Option Strategies

Bionomial Option Pricing Model Method 1 (6-step Method)

BOPM (single and 2-period) Method 2

Black Scholes Option Model

EXAM REVIEW

Midterm Exam Review

Options Formula

Options Practice Sheet with Answers

     

Futures & Forwards

Chapter 14 - Futures, Forwards & Swaps

SWAPS

       

EXAMS

           

MidTerm

             

Final Exam

Question 8 Take Home Exam - Bonus Points

Question 8 Template

Final Exam Review

Midterm_Exam_Questions_1_2

Options Practice Sheet with Answers

Options Formula

Homework Assignments

   

Homework #1

Chapter 6 #10, 12, 13 (no graph for 13)

Text Book Homework #1

Answers H#1

Homework #2:

Chapter 7 #6,9,13 

Text Book Homework #2

Answers H#2

Homework #3:

Homework Link #3

Answers #3 - Chapter 13

Homework #4:


Homework #4 Link (CD Textbook Chapter 13 BOPM)

Answers H#4

       

Homework #5:

Homework #5

Homework #5 - Futures - Answers

 

Homework #6:

Homework #6

Homework #7:

Homework #7

 
Reading Assignments

textbookfirsteditionV2.jpeg.jpg

 An Analytical Approach to Investments Finance & Credit (1st Edition)

C.Droussiotis,  Cognella Publishing 

To Purchase Textbook

ARTICLE: GameStop's Gargantuan Gamma Squeeze

GameStop Charts

Greeks in Finance

SIFMA Insights: US Listed Options Primer

Trading and valuing Options

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

Article on Black Scholes

Bitcoin Assume Option Valuation

Horse Racing & Options

CFA BOPM

You Tube Clip on Nike Calender Spread Strategy ahead of Earnings in September 2019

Nike Stock Price

Nike Stock Option

     

WSJ Futures Prices

Yahoo Finance Futures Prices

LIBOR MARKETS Interest Rates

Managing Negative Interest Rates

Total Return Swap gone wrong - Article

The Big Short Clip on CDS

       

Practice Sheets

 

Options Practice Sheet with Answers

 

The Greeks in Options Explain

                     
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