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Fordham FNBU 3446 Futures & Options

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---- SPRING 2024 COURSES ---
Columbia University Saturday Seminar
Columbia Intro to Finance
Fordham Fin. Modeling
SHU BFIN 4234/7331 Derivatives
SHU ECO 2408 Money and Banking
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Course Outline -  Lectures , Assignments and Exams

INFORMATION:

LINKS:

 

INFORMATION:

LINKS:

 

INFORMATION:

LINKS:

Syllabus

Syllabus Spring 2022

Professor's Inbox
(upload info for Professor)

Professor's INBOX

Processor's Email

Zoom Room

Zoom Link

Active Learning
(access to Assignments):

 

Professor's Biography

Professor's Biography

Mondays 6:30-9:00pm

Hughes C04A 

Jan 19 

Jan 26 - Feb 2

Feb 9

Feb 16

Feb 23

Mar 2

Mar 9
Online Exam via Zoom

Mar 16

Mar 23

Mar 30

Apr 6

Apr 13

Apr 20

Apr 27

May 4

May 11

 

OPTION STRATEGIES AND VALUATION

N

O

 

C

L

A

S

S

FUTURES, FORWARDS, SWAPS, CDS AND FRA's

EQUITY VALUATION USING OPTION METHODOLOGY

   

Link to Text Book

Image result for Introduction to Derivatives and Risk Management 10th Edition

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 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

Chapters 11

Credit Swaps, TRS
and CDS

Chapters 12

Interest Rate Forwards & FRAs

Instructor's Notes:
 
 Equity Valuations using Options approach
 

   

Assigned Lectures

Lecture #1

Powerpoint Introduction to Derivatives

Lecture #2

Options: Concepts, Strategy and Valuations

Lecture #3

Lecture #4

Options: Concepts, Strategy and Valuations

Lecture #5

Options: Concepts, Strategy and Valuations

Lecture #6

Options: Concepts, Strategy and Valuations

   

Lecture #8

Futures, Forwards & Swaps

Lecture #9

Futures, Forwards & Swaps

 

Lecture #7

Valuation of start-up businesses using Black-Scholes Options Pricing Model

   

Zoom Recordings

 

Zoom Recording 2/2

Zoom Recording 2/9

Zoom Recording 2/16

Zoom Recording 2/23

Zoom Recording 3/2

 

Zoom link 3/23

Zoom Recording 3/30

Zoom Recording 4/6

Zoom Recording 4/13

Zoom Recording 4/20

Zoom Recording 4/27

Zoom Recording 5/4

 

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

Excel Template: Options: Concepts, Strategy and Valuations

Advance Option Strategies

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

BOPM (single and 2-period) Method 2

Black Scholes Option Model

EXAM REVIEW

Midterm Exam Review

Options Formula

Options Practice Sheet with Answers

 

Futures & Forwards

Chapter 14 - Futures, Forwards & Swaps

SWAPS

FRAs

Equity Val using Black Scholes

EXAM REVIEW

 

EXAMS

           

MidTerm

           

Final Exam

Question 8 Take Home Exam - Bonus Points

Question 8 Template

Question 8 - Answered

Final Exam Review

Midterm_Exam_Questions_1_2

Options Practice Sheet with Answers

Options Formula

Homework Assignments

   

Homework #1

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

Text Book Homework #1

Answers H#1

Homework #2:

Chapter 7 #6,9,13 

Text Book Homework #2

Answers H#2

Homework #3:

Homework Link #3

Answers H#3

Homework #4:


Homework #4 Link (CD Textbook Chapter 13 BOPM)

Answers #4 - Chapter 13

     

Homework #5:

Homework Link #5

Answers H#5

 

Homework #6:

Homework Link #6

Answers H#6

Homework #7:

Homework #7 Template (CHAPTER 14)

Answers #7 - Chapter 14

Homework #8:

Homework Link #8

 
Reading Assignments

textbookfirsteditionV2.jpeg.jpg

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

C.Droussiotis,  Cognella Publishing 

To Purchase Textbook

ARTICLE: GameStop's Gargantuan Gamma Squeeze

GameStop Charts

Greeks in Finance

SIFMA Insights: US Listed Options Primer

WSJ: FB says Apple's Privacy Changes Hurt Digital Ad Measurement

CNBC Option Segment on FB's sadden drop in stock

Options Page on FB

FB PUT Option Spreadsheet

Trading and valuing Options

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

Nike Stock Price

Nike Stock Option

Article on Black Scholes

Bitcoin Assume Option Valuation

Horse Racing & Options

CFA BOPM

   

WSJ Futures Prices

Yahoo Finance Futures Prices

Chapter 14 Futures and Forwards

Total Return Swap gone wrong - Article

The Big Short Clip on CDS

LIBOR MARKETS Interest Rates

Managing Negative Interest Rates

   

SaaS IP Case Study - OPM Valuation

   

Practice Sheets

 

Options Practice Sheet with Answers

 

The Greeks in Options Explain

                     
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