
OPTION STRATEGIES AND VALUATION


FUTURES, FORWARDS, SWAPS, CDS AND FRA's


EQUITY VALUATION

REVIEW AND FINAL EXAM


Link to Text Book
Introduction to Derivatives and Risk Management 10th EditionISBN13: 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 34
Principal of Option Pricing Intro to Binomial Pricing Model  Method #1


Chapter 4
Option Pricing Models: The Binomial Model  Single and Multistage Approach

Chapter 5
Option Pricing Models: The BlackScholesMerton Model




MIDTERM EXAM RESULTS
REVIEW
(PRE RECORDING ZOOM)
Zoom Recording Midterm Exam Results Review

Chapter 8
Forwards & Futures

Chapters 11 & 12
Credit Swaps, TRS and CDS



Credit Swaps, TRS and CDS
Instructor's Notes: Equity Valuations using Options approach

Exam Review


Homework Assignments



Homework #1 Complete Chapter
6 #10, 12 and 13 (no need to graph) Terminology: Write = Sell
Text Book Homework #1
Answers H#1


Homework #2: Chapter 7 #6,9,13
Text Book Homework #2
Answers H#2

Homework Link #3
Answers H#3

Homework #4 Link (CD Textbook Chapter 13 BOPM)
Answers #4  Chapter 13





Homework #5
Homework #5  Futures  Answers



Homework #6
Homework #7

