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Tue 6.30 - 8.45 pm Stafford
Hall Room#8 Office Hours: Wednesdays 8.45-9.45pm (after class)
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Aug 29
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Sep 12
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Sep 19
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Sep 26
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Oct 3
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Oct 10
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Oct 17
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Oct 24
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Oct 31
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Nov 7
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Nov 14
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Nov 21
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Nov 28
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Dec 5
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Dec 13
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Link to Text Book
Introduction to Derivatives and Risk Management 10th EditionISBN-13: 9781305104969 Authors: Don
M. Chance; Roberts Brooks Publisher: Cengage Learning
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Chapter 1, 2
Introduction & Structure of Derivatives Markets
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Chapter 6
Basic Option Strategies
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Chapter 7
Advanced Option Strategies
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Chapter 3
Principal of Option Pricing Intro to Binomial Pricing Model - Method #1
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Chapter 4
Option Pricing Models: The Binomial Model - Single and Multi-stage Approach
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Chapter 5
Option Pricing Models: The Black-Scholes-Merton Model
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Instructor's Notes: Equity Valuations using Options approach
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Chapter 8
Forwards & Futures
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Chapter 11
Swaps
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Chapter 12
Interest Rate Forwards and Options
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Assigned Lectures
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Lecture #1
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Lecture #2
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Lecture #3
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Lecture #4
Lecture #4a (Intro to BOPM)
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Lecture #5
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MIDTERM EXAM REVIEW
Option Formulas Review
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Lecture #6
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Lecture #7
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Lecture #8
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Lecture #9
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Lecture #10
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Assigned Spreadsheets
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Basic Option Strategies
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Advance Option Strategies
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Bionomial Option Pricing Model Method 1 (6-step Method)
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Bionomial Pricing Model - Method 2 (single and 2-stage model)
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Black Scholes Option Model
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Equity Val using Black Scholes
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Futures & Forwards
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SWAPS
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FRAs
EXAM REVIEW
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EXAMS
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MidTerm
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Final Exam Room: Jubilee Hall Computer Lab (Room#524)
Question 9 - Final Exam
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Homework Assignments
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Homework #1 Chapter 6 #10,
12, 13 (no graph for 13)
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Homework #2: Chapter 7 #6,9,13
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Homework Link #3
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Homework #4: Chapter
4: #8, 9, 10
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Homework Link #5
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Homework Link #6
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Homework Link #7
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Reading Assignments
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Greeks in Finance
Horse Racing & Options
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Daily Option Report by Schaeffers Research
Schaeffers Rsrch: Facebook Inc (FB) Put Options Accelerate on Citron Smack Talk
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Married Puts
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CFA BOPM
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Bitcoin Assume Option Valuation
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Article on Black Scholes
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The Big Short Clip on CDS
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Managing Negative Interest Rates
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Project Assigments
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