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THURSDAYS 6:30-8:40PM JH 210
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Jan 25
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Feb 1
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Feb 8
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Feb 15
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Feb 22
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Feb 29 Pre-Recording Review
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Mar 7
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Mar 14 Remote on-line Via Canvas
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Mar 21
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Mar 28
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Apr 4
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Apr 11
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Apr 18
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Apr 25
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May 2 Class via Zoom
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May 9 On Line Exam via Canvas
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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
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REVIEW AND FINAL EXAM VIA ZOOM
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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 3-4
Spread Option Strategies
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Chapter 4
Principal of Option Pricing Intro to Binomial Pricing Model - Method #1
The Binomial Model - Single and Multi-stage Approach
In-Class Practice
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Chapter 5
EXAM REVIEW
Midterm Exam - Options
Options Formula
Options Practice Sheet with Answers
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MIDTERM EXAM RESULTS
REVIEW
Option Pricing Models: The Black-Scholes-Merton Model
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Chapter 8
Forwards & Futures
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Chapters 11 & 12
Credit Swaps, TRS and CDS
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Credit Swaps, TRS and CDS
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Instructor's Notes: Equity Valuations using Options approach
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Exam Review via
Zoom
Zoom Link
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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
Options: Concepts, Strategy and Valuations
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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 #10
Valuation of start-up businesses using Black-Scholes Options Pricing Model
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Final Exam Review
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Zoom Recordings
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Zoom Recording 1/18
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Zoom Recording 1/25
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Zoom Recording 2/1
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Zoom Recording 2/8
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Zoom Recording 2/22
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Zoom Recordings - Midterm Exam Review
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Zoom Recording 3/21 - Exam Result Review
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Zoom Recording 4/4
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Zoom Recording 4/11
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Lecture on YouTube
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Introductions to Options and Basic Strategies
JD.com Call Option
JD.com Options - Yahoo Finance
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Nike - Bear Put Spread
Nike Options - Yahoo Finance
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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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Spread Options In-Class Examples
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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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Futures & Forwards
Chapter 14 - Futures, Forwards & Swaps
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SWAPS
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Equity Val using Black Scholes
SaaS IP Case Study - OPM Valuation
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EXAMS
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MidTerm
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Final Exam
Final Exam Review
Question 8 Take Home Exam - Bonus Points
Question 8 Template
Midterm_Exam_Questions_1_2
Options Practice Sheet with Answers
Options Formula
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Homework Assignments
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Homework #1
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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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Trading and valuing Options
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YouTube Link: DVDA Uncovered Put
YouTube Link: Bull Call Spread on Regeneron
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Article on Black Scholes
Bitcoin Option Calc Using Black Scholes
Horse Racing & Options
CFA BOPM
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WSJ Futures Prices
Yahoo Finance Futures Prices
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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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Practice Sheets
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Options Practice Sheet with Answers
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The Greeks in Options Explain
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