| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Tue 6.30 - 8.45 pm Stafford
Hall Room#8 Office Hours: Wednesdays 8.45-9.45pm (after class)
|
|
Sep 6
|
Sep 13
|
Sep 20
|
Sep 27
|
Oct 4
|
Oct 11
|
Oct 18
|
Oct 25
|
Nov 1
|
Nov 8
|
Nov 15 class starts at 7:00pm
|
Nov 22
|
Nov 29
|
Dec 6
|
Dec 13
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
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
|
|
|
| |
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
|
|
|
| |
Assigned Spreadsheets
|
|
Basic Option Strategies
|
Advanced Option Strategies
|
Bionomial Option Pricing Model Method 1 (6-step Method)
|
Bionomial Pricing Model - Method 2 (single and 2-stage model)
|
|
|
Black Scholes Option Model
|
Equity Val using Black Scholes
|
Futures & Forwards
|
SWAPS
|
FRAs
|
EXAM REVIEW
|
|
| |
EXAMS
|
|
|
|
|
|
|
MidTerm
|
|
|
|
|
|
Final Exam Review Video Part I
Final Exam Review Video Part II
Final Exam Review Video Part III
|
Final Exam Room: Jubilee Hall Computer Lab (Room#524)
Question 9 - Final Exam
|
| |
Homework Assignments
|
|
|
Homework #1 Chapter 6 #10,
12, 13 (no graph for 13)
|
Homework #2: Chapter 7 #6,9,13
|
Homework Link #3
|
Homework #4: Chapter
4: #8, 9, 10
|
|
|
|
Homework Link #5
|
Homework Link #6
|
Homework Link #7
|
|
|
| |
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
|
|
|
Bitcoin Assume Option Valuation
|
|
Article on Black Scholes
|
The Big Short Clip on CDS
|
Managing Negative Interest Rates
|
|
|
| |
Project Assigments
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
