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Fordham - Futures & Options
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---- FALL 2024 LECTURES ---
Columbia ERM 5001 Intro to Finance
Fordham FNBU 4443 Credit & Banking
Fordham FNBU 3446 Derivatives
SHU BFIN 4241 Mergers & Acquisitions
SHU BFIN 4255 Financial Modeling
SHU BFIN 4234/7331 Derivatives
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--------- 2024 SEMINARS ---------
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DROU ACCADEMY SEMINARS 2024
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COLUMBIA UNIVERSITY
FAIRLEIGH DICKINSON UNIVERSITY
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INFO:

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Syllabus

Syllabus Fall 2024

Professor's Inbox
(upload info for Professor)

Professor's INBOX

Processor's Email

Class Info/time

Wednesdays 6.30-9:00pm

Deally Hall 201

 

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 28

Sep 4

Sep 11 

Sep 18 

Sep  26

Oct 2

Oct 9

Oct 16
online via Blackboard

Oct 23

  

Oct 30

Nov 6

Nov 13

Nov 20

Nov 27

Dec 4

Dec 11
Reading Day

Dec 18
   

N

O

 

C

L

A

S

S

OPTION STRATEGIES AND VALUATION

  

FUTURES, FORWARDS, SWAPS, CDS AND FRA's

EQUITY
VALUATION

N

O

 

C

L

A

S

S

  

N

O

 

C

L

A

S

S

  

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

      Chapter    1, 2

Introduction & Structure of Derivatives Markets 

Chapter 6 

Intro to Options (Calls, Puts and Straddles) 

Chapter 6 

Basic Option Strategies (Protective Puts, Covered Calls and Collars) 

Chapter 7 

Advanced Option Strategies (Bull, Bear and Butterfly Spreads) 

Chapter 3-4 

Intro to Binomial Pricing Model Leveraged (6 step) and Probability Methods

    

Chapter 5

 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
 

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

EXAM REVIEW

Midterm Exam - Options

Options Formula

Options Practice Sheet with Answers

 

Options: Concepts, Strategy and Valuations

Article on Black Scholes

Bitcoin Assume Option Valuation

Horse Racing & Options

CFA BOPM

 

Futures, Forwards & Swaps

Futures, Forwards & Swaps

Futures, Forwards & Swaps

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

Final Exam Review

 

Zoom Recordings

      

Zoom Recording 9/26

Zoom Recording 10/2

Zoom Recording 10/9 - Midterm Review

 

Zoom Recording 10/23

     

Zoom Recording 11/13

Zoom Recording 11/20

Zoom Recording 12/4 (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

Options Formula

Options Practice Sheet with Answers

 

Black Scholes Option Model

 

Futures & Forwards

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

              

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

Answers H#1

Homework #2:

Chapter 7 #6,9,13 

Text Book Homework #2

Answers H#2

Homework #3:

Homework #3 Link (CD Textbook Chapter 13 BOPM)

Answers #3 - Chapter 13

       

Homework #4:

Homework #4

Homework #4 - Futures - Answers

 

Homework #5:

Homework #5

Homework #5 - SWAPS - Answers

Homework #6:

Homework #6

Homework #6 CDS - Answers

   
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

   

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

                   
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