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Mondays 6:30-9:00pm Hughes C04A
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Jan 26 - Feb 2
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Feb 9
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Feb 16
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Feb 23
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Mar 2
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Mar 9 Online Exam via Zoom
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Mar 16
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Mar 23
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Mar 30
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Apr 6
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Apr 13
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Apr 20
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Apr 27
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May 4
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May 11
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OPTION STRATEGIES AND VALUATION
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FUTURES, FORWARDS, SWAPS, CDS AND FRA's
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EQUITY VALUATION USING OPTION METHODOLOGY
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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 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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Chapter 8
Forwards & Futures
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Chapters 11
Credit Swaps, TRS and CDS
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Chapters 12
Interest Rate Forwards & FRAs
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Instructor's Notes: Equity Valuations using Options approach
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Assigned Lectures
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Lecture #1
Powerpoint Introduction to Derivatives
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Lecture #2
Options: Concepts, Strategy and Valuations
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Lecture #3
Lecture #4
Options: Concepts, Strategy and Valuations
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Lecture #5
Options: Concepts, Strategy and Valuations
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Lecture #6
Options: Concepts, Strategy and Valuations
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Lecture #8
Futures, Forwards & Swaps
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Lecture #9
Futures, Forwards & Swaps
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Lecture #7
Valuation of start-up businesses using Black-Scholes Options Pricing Model
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Zoom Recordings
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Zoom Recording 2/2
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Zoom Recording 2/9
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Zoom Recording 2/16
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Zoom Recording 2/23
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Zoom Recording 3/2
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Zoom link 3/23
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Zoom Recording 3/30
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Zoom Recording 4/6
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Zoom Recording 4/13
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Zoom Recording 4/20
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Zoom Recording 4/27
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Zoom Recording 5/4
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Lecture on YouTube
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Introductions to Options and Basic Strategies
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Introduction to Option Valuation
One-Period BOPM (Leverage & Probability Method) Call Option 1/3
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Two-Period BOPM - Call Option 2/3
Two-Stage BOPM - Put Option 3/3
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Interest Rate Swaps - The Basics 1/3
Interest Rate Swaps and benefits 2/3
Simple Interest Rate Swaps 3/3
Currency Swaps & CDS
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Assigned Spreadsheets
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Basic Option Strategies
Excel Template: Options: Concepts, Strategy and Valuations
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Advance Option Strategies
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Bionomial Option Pricing Model Method 1 (6-step Method)
BOPM (single and 2-period) Method 2
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Black Scholes Option Model
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EXAM REVIEW
Midterm Exam Review
Options Formula
Options Practice Sheet with Answers
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Futures & Forwards
Chapter 14 - Futures, Forwards & Swaps
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SWAPS
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FRAs
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Equity Val using Black Scholes
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EXAM REVIEW
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EXAMS
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MidTerm
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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
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Homework Assignments
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Homework #1 Chapter 6 #10,
12, 13 (no graph for 13)
Text Book Homework #1
Answers H#1
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Homework #2: Chapter 7 #6,9,13
Text Book Homework #2
Answers H#2
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Homework Link #3
Answers H#3
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Homework #4 Link (CD Textbook Chapter 13 BOPM)
Answers #4 - Chapter 13
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Homework Link #5
Answers H#5
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Homework Link #6
Answers H#6
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Homework #7 Template (CHAPTER 14)
Answers #7 - Chapter 14
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Homework Link #8
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An Analytical Approach to Investments Finance & Credit (1st Edition) C.Droussiotis, Cognella Publishing
To Purchase Textbook
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ARTICLE: GameStop's Gargantuan Gamma Squeeze
GameStop Charts
Greeks in Finance
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SIFMA Insights: US Listed Options Primer
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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
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Trading and valuing Options
You Tube Clip on Nike Calender Spread Strategy ahead of Earnings in September 2019
Nike Stock Price
Nike Stock Option
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Article on Black Scholes
Bitcoin Assume Option Valuation
Horse Racing & Options
CFA BOPM
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WSJ Futures Prices
Yahoo Finance Futures Prices
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Chapter 14 Futures and Forwards
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Total Return Swap gone wrong - Article
The Big Short Clip on CDS
LIBOR MARKETS Interest Rates
Managing Negative Interest Rates
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SaaS IP Case Study - OPM Valuation
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Practice Sheets
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Options Practice Sheet with Answers
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The Greeks in Options Explain
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