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Baruch Continuing And Professional Studies (CAPS) - Derivatives

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-----SPRING 2021 CLASSES------
Baruch CAPS - Corp. Fin. & Val.
Baruch CAPS - Derivatives
Baruch FIN 3710
Baruch FIN 4710
Columbia Univ. Intro to Finance
Fordham FNBU 3221
SHU - BFIN 7236 Corporate Finance
Seton Hall - Derivatives
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-----PROFESSOR's INFO-----
PROFESSOR'S TEXT BOOK
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Biography
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-----OTHER CLASS INFO--------
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Baruch Exec. MS FIN 9793
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Baruch CAPS - International Accountancy
Baruch CAPS International Finance
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Baruch Lecture Series - Banking and Finance
Baruch Lecture Series - Valuation of Intangible Assets
Baruch Lecture Series - Mergers and Acquisitions
Baruch Summer Leadership Academy - Lecture Series
City Unity College Statements & Budgeting
Columbia University Introduction to Finance - Mondays (MONDAY)
Fordham Credit & Banking
Seton Hall - Bus. Fin. BFIN2201

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SPRING 2021 Course Outline -  Lectures , Assignments and Exams

Financial derivatives, whose valuation depends on a risk factor, will be defined, explored, and valued in this predominantly quantitative course. Binomial and Black Scholes models will be reviewed and applied to different scenarios. You will also learn hedging strategies effective in mitigating risk in this ever-changing market.

INFORMATION:

LINKS:

 

INFORMATION:

LINKS:

 

INFORMATION:

LINKS:

Syllabus

Syllabus Spring 2021

Professor's Inbox
(upload info for Professor)

Professor's INBOX

Processor's Email

Zoom Call
(Office Hours Zoom)

Zoom Room

Active Learning
(access to Assignments):

 

Professor's Biography

Professor's Biography

Tuesdays

6:15pm - 8:45pm

Jan 26

Feb 2 

Feb 9

Feb 16

Feb 23

Mar 2

Mar 9

Mar 16

Mar 23

  Mar 30

                     

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 Strategy

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 

 

Forwards & Futures 

Chapter        8 

Chapter    11 

Swaps

 

Assigned Chapters

textbookfirsteditionV2.jpeg.jpg

An Analytical Approach to Investments Finance & Credit (1st Edition)

C. Droussiotis

Cognella Publishing 

Purchase Book via Amazon

 

13
p 213-224

13
p 224-230

13
p 231-236 & 244

13
p 236-243

   

14
p 245-254

14
p 261-264

   

Assigned Lectures

Lecture #1

Powerpoint Introduction to Derivatives

Lecture #2

Options: Concepts, Strategy and Valuations

Lecture #3

Options: Concepts, Strategy and Valuations

Lecture #4

Lecture #4a (Intro to BOPM)

Options: Concepts, Strategy and Valuations

Lecture #5

Lecture #6

MIDTERM EXAM REVIEW

 

Lecture #7

6 Examples of Futures & Forwards Powerpoint

Chapter 14 - Futures, Forwards and Swaps Powerpoint

 

Recording Lecture

Swaps - PowerPoint Presentation

EXAM REVIEW

Lecture #8

 

Lectures 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

 

Zoom Recordings

 

Zoom Recording 2/2

               

Assigned Spreadsheets

 

Basic Option Strategies

Option Spreads

Bionomial Option Pricing Model Method 1 (6-step Method)

BOPM (single and 2-period) Method 2

Black Scholes Option Model

 

Futures & Forwards

 

SWAPS

 

EXAMS

         

Mid-Term Exam


Options Formula

Midterm Exam Review

     

Final Exam

Options Formula

Final Exam Review

Homework Assignments

   

Homework #1:

Homework #1 Link - Options I

Answers H#1

Homework #2:

Homework #2 Option Spreads

Answers H#2

 

Homework #3:

Homework #3 Link Options - BOPM

Answers #3 - Chapter 13

 

Homework #4:

Homework Link #4

   

Reading Assignments

Greeks in Finance

FB Option Sheet Sep 2019

Options Page on FB

SIFMA Insights: US Listed Options Primer

You Tube Clip on Nike Calender Spread Strategy ahead of Earnings in September 2019

Horse Racing & Options

CFA BOPM

Hedging on Corona Virus Analysis

S&P500 EDF (SPY) Current Price

Using Options to hedge against Coronavirus

Cummulative Normal Distribution Table

Article on Black Scholes

WSJ Futures Prices

Yahoo Finance Futures Prices

The Big Short Clip on CDS

 

Practice Sheets

 

Options Practice Sheet with Answers