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Fordham - Futures & Options

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---- FALL 2023 COURSES ---
Columbia University Saturday Seminar
Columbia Intro to Finance
Fordham FNBU 3446 Derivatives
SHU ECO 2408 Money and Banking
SHU BFIN 4255 Fin. Modeling
SHU BFIN 4234 & 7331 Derivatives
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-----PROFESSOR's INFO-----
PROFESSOR'S TEXT BOOKS
LECTURE VIDEOS
DROU ACCADEMY SEMINARS
ACCESSS TEXTBOOKS (PWD)
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DrouMarkets.com Sim Game
Biography
Published Books/Articles
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--- OTHER COURSES ---
BARUCH COLLEGE
COLUMBIA UNIVERSITY
FAIRLEIGH DICKINSON UNIVERSITY
FORDHAM UNIVERSITY
CITY UNITY COLLEGE
SETON HALL UNIVERSITY
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SHU ECO 2408 Money and Banking
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Course Outline -  Lectures , Assignments and Exams

INFO:

LINKS:

 

INFO:

LINKS:

 

INFO:

LINKS:

 

INFO:

LINKS:

Syllabus

Syllabus Fall 2023

Professor's Inbox
(upload info for Professor)

Professor's INBOX

Processor's Email

Class Info/time

Wednesdays 6.30-9:00pm

Deally Hall 301

 

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 30

on line session via Zoom 

Sep 6 

Sep 13 

Sep  20

Sep 27

Oct  5
On-line
Review via zoom

Oct 11
Onnlie Exam

 

Oct 18

Oct 25

Nov 1

Nov 8

Nov 15

Nov 22

 

Nov 28

Dec 6

Dec 13

 

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

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C

L

A

S

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Chapter 6 

Basic Option Strategies 

Chapter 7 

Advanced Option Strategies 

Chapter 3-5 

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

Option Pricing Models:

The Binomial Model -  Single and Multi-stage Approach

 

Option Pricing Models:

The Black-Scholes-Merton Model 

     

Chapter 8

Forwards & Futures

Chapters 11

Credit Swaps, TRS
and CDS

Chapters 12

Interest Rate Forwards & FRAs

Chapters 11

Credit Swaps, TRS
and CDS

Chapters 12

Interest Rate Forwards & FRAs

Chapters 11

Credit Swaps, TRS
and CDS

Chapters 12

Interest Rate Forwards & FRAs

N

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C

L

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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 #9

Futures, Forwards & Swaps

Lecture #9

Futures, Forwards & Swaps

 

Lecture #10

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

   

Zoom Recordings

       

EXAM REVIEW ZOOM RECORDING

                     

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

Interest Rate Swaps - The Basics 1/3

Interest Rate Swaps and benefits 2/3

Simple Interest Rate Swaps 3/3

Currency Swaps & CDS

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

SWAPS

SWAPS

 

Equity Val using Black Scholes

SaaS IP Case Study - OPM Valuation

   

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

Homework #2:

Chapter 7 #6,9,13 

Text Book Homework #2

Homework #3:

Homework Link #3

Homework #4:


Homework #4 Link (CD Textbook Chapter 13 BOPM)

       

Homework #5:

Homework #5

Homework #5:

Homework #5

Homework #5:

Homework #5

 

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

     

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

Total Return Swap gone wrong - Article

The Big Short Clip on CDS

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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