| |
|
OPTION STRATEGIES AND VALUATION
|
|
OPTION STRATEGIES AND VALUATION
|
|
|
FUTURES, FORWARDS, SWAPS, CDS AND FRA's
|
EQUITY VALUATION
|
|
|
|
|
Chapter 1, 2
Introduction & Structure of Derivatives Markets
|
Chapter 6
Intro to Options (Calls, Puts and Straddles)
|
Chapter 6
Basic Option Strategies (Protective Puts, Covered Calls and Collars)
|
Chapter 7
Advanced Option Strategies (Bull, Bear and Butterfly Spreads)
|
Chapter 3-4
Intro to Binomial Pricing Model Leveraged (6 step) and Probability Methods
|
Chapter 5 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
|
EXAM REVIEW
|
|
