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Fordham FNBU 3446 Futures & Options

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----SUMMER 2022 COURSES----
Columbia University Saturday Seminar
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---- FALL 2022 COURSES ---
Baruch FIN 9783
Columbia University Intro to Finance
Fordham FNBU 3446 Derivatives
SHU ECO 2408 Money and Banking
SHU BFIN 4241/7225 M&A
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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Columbia Univ. Intro to Finance
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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

INFORMATION:

LINKS:

 

INFORMATION:

LINKS:

 

INFORMATION:

LINKS:

Syllabus

Syllabus Spring 2022

Professor's Inbox
(upload info for Professor)

Professor's INBOX

Processor's Email

Zoom Room

Zoom Link

Active Learning
(access to Assignments):

 

Professor's Biography

Professor's Biography

Mondays 8:30-10:45am

Hughes 104 

Aug 31 

Sep 7 

Sep 14

Sep 21

Sep 28

Oct 5

Oct 12
Online Exam via Zoom

Oct 19

Oct 26

Nov 2

Nov 9

Nov 16

Nov 23

Nov 30

Dec 7

Dec 14

 

OPTION STRATEGIES AND VALUATION

N

O

 

C

L

A

S

S

FUTURES, FORWARDS, SWAPS, CDS AND FRA's

N

O

 

C

L

A

S

S

EQUITY VALUATION USING OPTION METHODOLOGY

 

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 

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 

   

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

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 4/13

     

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

FRAs

Equity Val using Black Scholes

SaaS IP Case Study - OPM Valuation

EXAM REVIEW

 

EXAMS

           

MidTerm

         

Final Exam

Question 8 Take Home Exam - Bonus Points

Question 8 Template

Question 8 - Answered

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 Link #5

 

Homework #6:

Homework Link #6

Homework #7:

Homework #7 Template Complete all Problems 14.1 - 14.4

 
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

Chapter 14 Futures and Forwards

Total Return Swap gone wrong - Article

The Big Short Clip on CDS

LIBOR MARKETS Interest Rates

Managing Negative Interest Rates

       

Practice Sheets

 

Options Practice Sheet with Answers

 

The Greeks in Options Explain

                   
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