| |
Aug 28
|
Sep 4
|
Sep 11
|
Sep 18
|
Sep 26
|
Oct 2
|
Oct 9
|
Oct 16 online via Canvas
|
|
Oct 23
|
Oct 30
|
Nov 13
|
Nov 20
|
Nov 27
|
|
Dec 4
|
Dec 11 Reading Day
|
Dec 18
|
| |
|
|
OPTION STRATEGIES AND VALUATION
|
|
|
FUTURES, FORWARDS, SWAPS, CDS AND FRA's
|
EQUITY VALUATION
|
|
|
|
|
|
|
|
Chapter 1, 2
Introduction & Structure of Derivatives Markets
|
Chapter 6
Basic Option Strategies
|
Chapter 7
Advanced Option Strategies
|
Chapter 3-5
Principal of Option Pricing Intro to Binomial Pricing Model Leveraged (6 step) Method
|
The Binomial Model - Probability Method 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
|
Instructor's Notes: Equity Valuations using Options approach
|
|
|
|
|
Assigned Lectures
|
Introduction to Derivatives
|
Options: Concepts, Strategy and Valuations
|
Options: Concepts, Strategy and Valuations
|
Options: Concepts, Strategy and Valuations
|
|
EXAM REVIEW
Midterm Exam Review
|
|
|
Options: Concepts, Strategy and Valuations
|
Futures, Forwards & Swaps
|
Futures, Forwards & Swaps
Futures, Forwards & Swaps
|
Valuation of start-up businesses using Black-Scholes Options Pricing Model
|
|
EXAM REVIEW
Final Exam Review
Options Practice Sheet with Answers
Options Formula
|
|
|
Zoom Recordings
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
Options Formula
Options Practice Sheet with Answers
|
|
|
|
|
Futures & Forwards
Chapter 14 - Futures, Forwards & Swaps
|
SWAPS
|
Equity Val using Black Scholes
SaaS IP Case Study - OPM Valuation
|
|
|
|
|
EXAMS
|
|
|
|
|
|
|
MidTerm Exam taken Online via the website
|
|
|
|
|
|
|
|
Question 8 Exam due 12/13
Question 8 Take Home Exam - Bonus Points
Question 8 Template
|
Final Exam
|
|
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 #4 Link (CD Textbook Chapter 13 BOPM)
|
|
|
Homework #5
|
|
Homework #5
|
Homework #6
|
|
Homework #7
|
|
|
|
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
|
|
|
|
Total Return Swap gone wrong - Article
The Big Short Clip on CDS
|
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
|
|
|
|
|
Practice Sheets
|
|
Options Practice Sheet with Answers
|
|
The Greeks in Options Explain
|
|
|
|
|
|
|
|
|
|
|
|
