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Baruch Continuing And Professional Studies (CAPS) - Derivatives

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Contact the Professor at: christakis.droussiotis@baruch.cuny.edu

FIN 0009 Syllabus Spring 2018

Students that want to drop their files for the Professor please use the inbox below. Please note that you need to write your name inside the body of the file and then upload it on dropbox.

Professor's INBOX - CAPS

Tuesdays
Baruch HS
55E 25th Street (Mad&Park)
Room 507 

Feb 6

Feb 13

Feb 20

Feb 27

Mar 6

Mar 13

Mar 20

Mar 27


 Apr 3

Apr 10

Apr 17      Class start at 6:30pm

Thursday     Apr 19
Meeting at
55 Lexington Room # 6-155

  Friday Apr 20
17 Lexinton Ave
(Room #1104) 

     

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Link to Text Book

Text Book
SHU_text_book.jpg

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 

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

Chapter 4 

Option Pricing Models:

The Binomial Model -  Single and Multi-stage Approach

 

 

Chapter 5 

Option Pricing Models:

The Black-Scholes-Merton Model 

Chapter        8 

Forwards & Futures 

Chapter    11 

Swaps

EXAM REVIEW

 

Assigned Lectures

Lecture #1

Lecture #2

Lecture #3

Lecture #4

Lecture #4a (Intro to BOPM)

Lecture #5

MIDTERM EXAM REVIEW

Option Formulas Review

 

Lecture #6

Lecture #7

Lecture #8

 

Assigned Spreadsheets

 

Basic Option Strategies

Advanced Option Strategies

Binomial Option Pricing Model Method #1

Bionomial Pricing Model - Method 2 (single and 2-stage model)

 

Black Scholes Option Model

Futures & Forwards

SWAPS

 

EXAMS

         

Mid-Term Exam


Midterm Answers PDF

     

Final Exam @Computer Lab #1104 17, Lexington Ave

Homework Assignments

   

Homework #1

Chapter 6 #10, 12, 13 (no graph for 13)

Answers H#1

Homework #2:

Chapter 7 #6,9,13 

Answers H#2

Homework #3:

Homework Link #3

Answers H#3

   

Homework #4:

Homework Link #4

Answers H#4

   

Reading Assignments

Greeks in Finance

Horse Racing & Options

Daily Option Report by Schaeffers Research

Schaeffers Rsrch: Facebook Inc (FB) Put Options Accelerate on Citron Smack Talk

Married Puts

 

CFA BOPM

 

Cummulative Normal Distribution Table

Article on Black Scholes

The Big Short Clip on CDS

 

Project Assigments

                   

WSJ (6/1/2015): Weather Forecast Dampens Wheat Prices