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Aug 30 on line session via
Zoom
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Sep 6
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Sep 13
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Sep 20
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Sep 27
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Oct 4 On-line via zoom
Zoom Link
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Oct 11
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Oct 18
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Oct 25 online via Zoom
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Nov 1
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Nov 8
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Nov 15
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Nov 22
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Nov 29
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Dec 6 & 13
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Dec 20 On-line Exam
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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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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 3-5
Principal of Option Pricing Intro to Binomial Pricing Model Leveraged (6 step) Method
The Binomial Model - Probability Method Single and Multi-stage
Approach
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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
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
Options: Concepts, Strategy and Valuations
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Lecture #4
Lecture #5
Options: Concepts, Strategy and Valuations
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Lecture #6
Options: Concepts, Strategy and Valuations
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EXAM REVIEW
Midterm Exam Review
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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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EXAM REVIEW
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Zoom Recordings
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Zoom Recording 10/4
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Zoom Recording Midterm Exam Results Review
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Zoom Recording 11/8
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Zoom Recording 11/15
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Zoom Recording 11/29
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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
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
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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Equity Val using Black Scholes
SaaS IP Case Study - OPM Valuation
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EXAMS
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MidTerm
Zoom Link
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Final Exam
Question 8 Take Home Exam - Bonus Points
Question 8 Template
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 #5
Homework #5 - Futures - Answers
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Homework #6
Homework #6 - SWAPS - Answers
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Homework #7
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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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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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Article on Black Scholes
Bitcoin Assume Option Valuation
Horse Racing & Options
CFA BOPM
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WSJ Futures Prices
Yahoo Finance Futures Prices
LIBOR MARKETS Interest Rates
Managing Negative Interest Rates
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Total Return Swap gone wrong - Article
The Big Short Clip on CDS
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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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