| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Wed 6.30 - 8.45 pm Corrigan
Hall#62 Office Hours: Wednesdays 5:30-6:30pm
|
Aug 29
|
|
Sep 12
|
Sep 19
|
Sep 26
|
Oct 3
|
Oct 10
|
Oct 17
|
Oct 24
|
Oct 31
|
Nov 7
|
Nov 14
|
Nov 21
|
Nov 28
|
Dec 5
|
Dec 12
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Link to Text Book
Introduction to Derivatives and Risk Management 10th EditionISBN-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
|
Instructor's Notes: Equity Valuations using Options approach
|
Chapter 8
Forwards & Futures
|
Chapter 11
Swaps
|
Chapter 12
Interest Rate Forwards and Options and CDS
|
|
| |
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
|
Lecture #9
|
Lecture #10
|
|
| |
Lecture 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
|
|
|
| |
Assigned Spreadsheets
|
|
Basic Option Strategies
|
Advance Option Strategies
|
Bionomial Option Pricing Model Method 1 (6-step Method)
|
BOPM (single and 2-period) Method 2
|
|
|
Black Scholes Option Model
|
Equity Val using Black Scholes
|
Futures & Forwards
|
SWAPS
|
FRAs
EXAM REVIEW
|
|
| |
EXAMS
|
|
|
|
|
|
|
MidTerm
|
|
|
|
|
|
Final Exam Room: Jubilee Hall Computer Lab (Room#524)
|
| |
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 Link #3
Answers H#3
|
Homework #4: Chapter
4: #8, 9, 10
Answers H#4
|
|
|
|
Homework Link #5
Answers H#5
|
Homework Link #6
Answers H#6
|
Homework Link #7
Answers H#7
|
|
| |
Reading Assignments
|
Greeks in Finance
Horse Racing & Options
|
SIFMA Insights: US Listed Options Primer
|
|
|
CFA BOPM
|
|
|
Article on Black Scholes
Bitcoin Assume Option Valuation
|
|
WSJ Futures Prices
Yahoo Finance Futures Prices
|
LIBOR MARKETS Interest Rates
|
The Big Short Clip on CDS
Managing Negative Interest Rates
|
|
| |
Project Assigments
|
|
|
|
|
|
|
|
|
|
|
|
|
|
