Professor Droussiotis's Web Space

Baruch Continuing And Professional Studies (CAPS) - Derivatives

Home
Baruch Exec. MS FIN 9793
__________________________
Baruch FIN 3710
Baruch FIN 4710
Fordham Credit & Banking
Baruch CAPS - Derivatives
Baruch CAPS - Corp. Fin.
Baruch CAPS - Debt & Fixed Income
Baruch CAPS - Inv. Banking
FDU Managing Fin. Systems
FDU Quantitative Analysis
FDU / Wyndham - MS
FDU / Wyndam New Venture Mgmt
FDU Business Statistics
Seton Hall - Derivatives
Banking & Finance Lectures
SPREADSHEETS/MODELS
Blog / Articles
Biography
Rate your Professor

webassets/sectionTitle_baruchCollege.gif

Derivative Syllabus Summer 2015

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

Summer 2015 Course Outline -  Lectures , Assignments and Exams

   

Rooms:

Tuesdays & Thursdays  #710

Firdays #1104

May 21

May 26

May 28

June 2

June 4

June 5
 Computer Lab Room #1104

June 9

June 11

June 16

June 18

 June 19
Computer Lab Room #1104

             

N

O

 

C

L

A

S

S

       

Assigned Chapters

webassets/Derivatives.jpg

Link to Amazon.com

1

2-3

4-5

Handout

8

 

9

10

   

Assigned Lectures

#1

Link

#2

Link

#3

Link

#4

Link

MidTerm Exam Review

 

#5

Link

#6

Link

#7

Link

Final Exam Review

 

Assigned Spreadsheets

 

Future & Forwards

Link

SWAPS & CDS

Link

Derivatives Analysis

Link

   

Derivatives Analysis

(option valuations) 

Link

Derivatives Analysis

(Option Valuations) 

Equity Valuation using Options

Link

 

EXAMS

         

MidTerm Exam
(Computer Lab 1104)

EXAM A1 - Answers

EXAM A2 - Answers

     

Final Exam
(Computer Lab 1104)

Homework Assignments

   

Due #1

Link

Due #2

Link

     

Due #3

Link

 

Due #4

Link

Reading Assignments

   

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

             

Project Assigments

                   

SYLLABUS:

LECTURES:

Lecture #1 - Intro to Derivatives

Lecture #2 - Futures & Forwards

Lecture #3 - Swaps & Swaptions

Lecture #4 - Options

Lecture #5 - Oprion Pricing Models

Lecture #6 - Oprion Pricing - Put/Call Parity

Lecture #7 - Equity Valuation using Option Pricing

HOMEWORK:

Homework #1

Homework #2

Homework #3

Homework #4

SPREADSHEETS:

Lecture 1: N/A

Lecture 2 - Futures & Forwards

Lecture 3 - Swap and CDS Analysis

Lectures 4, 5 & 6: Derivatives

Lecture 7 - Equity Valualtion using Option Pricing

HOMEWORK ANSWERS:

Cummulative Normal Distribution Table