Professor Droussiotis's Web Space

Baruch Continuing And Professional Studies (CAPS) - Derivatives

Home
Fordham Credit & Banking
Baruch FIN 3710
Baruch FIN 4710
Baruch CAPS - Derivatives
__________________________
Baruch Exec. MS FIN 9793
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

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

Thursday     Apr 19

  Friday     Apr 20

     

N

O

 

C

L

A

S

S

N

O

 

C

L

A

S

S

N

O

 

C

L

A

S

S

               

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

Binomial Option Pricing Model - Method #2

 

Black Scholes Option Model

Futures & Forwards

SWAPS

 

EXAMS

         

Mid-Term Exam


     

Final Exam

Homework Assignments

   

Homework #1

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

Homework #2:

Chapter 7 #6,9,13 

Homework #3:

Homework Link #3

     

Homework #4:

Homework Link #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

   

Article on Black Scholes

The Big Short Clip on CDS

 

Project Assigments

                   

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

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