| |
Jan
14 On-line Introduction
|
Jan 21
|
Jan 28
|
Feb 4 (On-line via Zoom)
Zoom Link
|
Feb 11
|
Feb 18
|
Feb 25
|
|
Mar 4
|
Mar 11
|
Mar 18
|
Mar 25
|
|
Apr 1 (Via Zoom)
|
Apr 8
|
Apr 15
|
Apr 22
|
Apr 29
|
May 6 (1:30pm-3:30pm)
|
| |
|
OPTION STRATEGIES AND VALUATION
|
|
|
|
|
|
|
FUTURES, FORWARDS, SWAPS, CDS AND FRA's
|
EQUITY VALUATION
|
|
|
|
|
Chapter 13
Introduction & Structure of Derivatives Markets
|
Chapter 13
Intro to Options (Calls, Puts and Straddles)
|
Chapter 13
Basic Option Strategies (Protective Puts, Covered Calls and Collars)
|
Chapter 13
Advanced Option Strategies (Bull, Bear and Butterfly Spreads)
|
Chapter 13
Intro to Binomial Pricing Model Leveraged (6 step) and Probability Methods
|
|
Chapter 13 BOPM
(Continue) and Black-Scholes-Merton Model
|
|
|
|
GOING OVER MIDTERM EXAM
|
|
Chapter 14
Forwards & Futures
|
Chapters 14
Credit Swaps, TRS and CDS
|
Chapters 14 and Instructor's Notes
Interest Rate Forwards & FRAs
|
Instructor's Notes: Equity Valuations using Options approach
|
EXAM REVIEW
|
|
|
Assigned Lectures
|
Introduction to Derivatives
|
Options: Concepts, Strategy and Valuations
|
Options: Concepts, Strategy and Valuations
|
Options: Concepts, Strategy and Valuations
|
Options: Concepts, Strategy and Valuations
|
Options: Concepts, Strategy and Valuations
Article on Black Scholes
Bitcoin Assume Option Valuation
Horse Racing & Options
CFA BOPM
|
|
EXAM REVIEW
Midterm Exam Review
Options Formula
Options Practice Sheet with Answers
|
|
|
|
Futures, Forwards & Swaps
|
Futures, Forwards & Swaps
|
Futures, Forwards & Swaps
|
Valuation of IP and Startups using Black Scholes
Case Study: Metanext Tech Start-up Valuation
|
Final Exam Review
|
|
|
Zoom Recordings
|
Zoom Recording 1/14 (Introduction to the Course)
|
Zoom Recording 1/22
|
Zoom Recording 1/28
|
Zoom Recording 2/4
|
Zoom Recording 2/19
|
Zoom Recording 2/25
|
|
Zoom Recording - Exam Review
|
|
Zoom Recording 3/25 (Going over the Exam)
|
|
Zoom Recording 4/1
|
Zoom Recording 4/8
|
Zoom Recording 4/15
|
Zoom Recording 4/22
|
Zoom Recording for 4/29 - Final Exam Review
|
|
|
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
|
|
Excel Template: Options: Concepts, Strategy and Valuations
|
Basic Option Strategies (Protective Puts, Covered Calls, Collars)
Excel Template: Options: Concepts, Strategy and Valuations
|
Advanced Strategies (Bull, Bear, Butterfly Spreads)
|
Bionomial Option Pricing Model Method 1 (6-step Method)
BOPM (single and 2-period) Method 2
|
Black Scholes Option Model
|
|
Options Formula
Options Practice Sheet with Answers
|
|
|
|
Futures & Forwards
Hedging Strategy using Futures
Chapter 14 - Futures, Forwards & Swaps
|
SWAPS
Total Return Swaps (TRA)
|
|
SaaS IP Case Study - OPM Valuation
Distress Company Valuation using Black Scholes - Spirit Air Bankruptcy
|
|
|
|
EXAMS
|
|
|
|
|
|
|
|
|
MidTerm Exam taken Online via blackboard
|
|
|
|
|
|
|
|
Final Exam
|
|
Homework Assignments
|
|
|
|
Homework #1 (Upload Homework on Blackboard)
Homework 1 - Derivatives
|
Homework #2 (Upload Homework on Blackboard)
Homework 2 - Derivatives
|
Homework #3 (Upload Homework on Blackboard)
Homework 3 - Derivatives
|
|
Homework #4 (Upload Homework on Blackboard)
Homework 4 - Derivatives
Homework #5 (Upload Homework on Blackboard)
Homework #5 - Derivatives
|
|
|
|
|
Homework #6 (Upload Homework on Blackboard)
Homework #6 - Derviatives
|
Homework #7a & 7b (Upload Homework on Blackboard)
Homework #7a
Homework #7b
|
Homework #8 (Upload Homework on Blackboard)
Homework #8
|
|
Question 8 Take Home Exam - Bonus Points
Question 8 Template
|
|
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
|
Total Return Swap gone wrong - Article
|
|
|
|
|
|
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
|
|
|
|
|
|
|
|
|
|
|
|
|
