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SHU Syllabus Fall 2017

Students that want to drop their files for the Professor please use the inbox below. Please note that you need to save the file with your  school first, full name and name of your class (i.e. SHU_Smith_John_Derivatives

Professor Droussiotis' INBOX

Spring 2017 Course Outline -  Lectures , Assignments and Exams

                                   
 

Tue 6.30 - 8.45 pm

Stafford Hall Room#8

Office Hours:   Wednesdays 8.45-9.45pm (after class)

Aug 30

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

             

N

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A

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N

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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 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

Binomial Option Pricing Model Method #1

Binomial Option Pricing Model - Method #2

   

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 #3:

Homework Link #3

Homework #4:

Chapter 4: #8, 9, 10


     

Homework #5:

Homework Link #5

Homework #6:

Homework Link #6

Homework #7:

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

                           
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