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Jan
14 On-line Introduction
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Jan 21
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Jan 28
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Feb 4 (On-line via Zoom)
Zoom Link
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Feb 11
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Feb 18
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Feb 25
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Mar 4
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Mar 11
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Mar 18
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Mar 25
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Apr 1 (Via Zoom)
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Apr 8
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Apr 15
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Apr 22
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Apr 29
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May 6 (1:30pm-3:30pm)
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OPTION STRATEGIES AND VALUATION
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FUTURES, FORWARDS, SWAPS, CDS AND FRA's
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EQUITY VALUATION
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Chapter 13
Introduction & Structure of Derivatives Markets
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Chapter 13
Intro to Options (Calls, Puts and Straddles)
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Chapter 13
Basic Option Strategies (Protective Puts, Covered Calls and Collars)
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Chapter 13
Advanced Option Strategies (Bull, Bear and Butterfly Spreads)
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Chapter 13
Intro to Binomial Pricing Model Leveraged (6 step) and Probability Methods
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Chapter 13 BOPM
(Continue) and Black-Scholes-Merton Model
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GOING OVER MIDTERM EXAM
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Chapter 14
Forwards & Futures
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Chapters 14
Credit Swaps, TRS and CDS
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Chapters 14 and Instructor's Notes
Interest Rate Forwards & FRAs
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Instructor's Notes: Equity Valuations using Options approach
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EXAM REVIEW
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Assigned Lectures
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Introduction to Derivatives
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Options: Concepts, Strategy and Valuations
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Options: Concepts, Strategy and Valuations
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Options: Concepts, Strategy and Valuations
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Options: Concepts, Strategy and Valuations
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Options: Concepts, Strategy and Valuations
Article on Black Scholes
Bitcoin Assume Option Valuation
Horse Racing & Options
CFA BOPM
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EXAM REVIEW
Midterm Exam Review
Options Formula
Options Practice Sheet with Answers
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Futures, Forwards & Swaps
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Futures, Forwards & Swaps
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Futures, Forwards & Swaps
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Valuation of IP and Startups using Black Scholes
Case Study: Metanext Tech Start-up Valuation
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Final Exam Review
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Zoom Recordings
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Zoom Recording 1/14 (Introduction to the Course)
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Zoom Recording 1/22
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Zoom Recording 1/28
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Zoom Recording 2/4
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Zoom Recording 2/19
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Zoom Recording 2/25
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Zoom Recording - Exam Review
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Zoom Recording 3/25 (Going over the Exam)
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Zoom Recording 4/1
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Zoom Recording 4/8
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Zoom Recording 4/15
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Zoom Recording 4/22
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Zoom Recording for 4/29 - Final Exam Review
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Lecture on YouTube
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Introductions to Options and Basic Strategies
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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
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Interest Rate Swaps - The Basics 1/3
Interest Rate Swaps and benefits 2/3
Simple Interest Rate Swaps 3/3
Currency Swaps & CDS
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Assigned Spreadsheets
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Excel Template: Options: Concepts, Strategy and Valuations
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Basic Option Strategies (Protective Puts, Covered Calls, Collars)
Excel Template: Options: Concepts, Strategy and Valuations
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Advanced Strategies (Bull, Bear, Butterfly Spreads)
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Bionomial Option Pricing Model Method 1 (6-step Method)
BOPM (single and 2-period) Method 2
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Black Scholes Option Model
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Options Formula
Options Practice Sheet with Answers
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Futures & Forwards
Hedging Strategy using Futures
Chapter 14 - Futures, Forwards & Swaps
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SWAPS
Total Return Swaps (TRA)
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SaaS IP Case Study - OPM Valuation
Distress Company Valuation using Black Scholes - Spirit Air Bankruptcy
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EXAMS
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MidTerm Exam taken Online via blackboard
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Final Exam
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Homework Assignments
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Homework #1 (Upload Homework on Blackboard)
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Homework #2 (Upload Homework on Blackboard)
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Homework #3 (Upload Homework on Blackboard)
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Homework #4 (Upload Homework on Blackboard)
Homework #5 (Upload Homework on Blackboard)
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Homework #6 (Upload Homework on Blackboard)
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Homework #7 & 8 (Upload Homework on Blackboard)
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Homework #9 (Upload Homework on Blackboard)
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Question 8 Take Home Exam - Bonus Points
Question 8 Template
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An Analytical Approach to Investments Finance & Credit (1st Edition) C.Droussiotis, Cognella Publishing
To Purchase Textbook
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ARTICLE: GameStop's Gargantuan Gamma Squeeze
GameStop Charts
Greeks in Finance
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SIFMA Insights: US Listed Options Primer
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Trading and valuing Options
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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
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Total Return Swap gone wrong - Article
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WSJ Futures Prices
Yahoo Finance Futures Prices
LIBOR MARKETS Interest Rates
Managing Negative Interest Rates
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Total Return Swap gone wrong - Article
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The Big Short Clip on CDS
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Practice Sheets
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Options Practice Sheet with Answers
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The Greeks in Options Explain
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