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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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Chapter 1, 2
Introduction & Structure of Derivatives Markets
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Chapter 6
Intro to Options (Calls, Puts and Straddles)
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Chapter 6
Basic Option Strategies (Protective Puts, Covered Calls and Collars)
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Chapter 7
Advanced Option Strategies (Bull, Bear and Butterfly Spreads)
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Chapter 3-4
Intro to Binomial Pricing Model Leveraged (6 step) and Probability Methods
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Chapter 5 The
Black-Scholes-Merton Model
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Chapter 8
Forwards & Futures
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Chapters 11
Credit Swaps, TRS and CDS
Chapters 12
Interest Rate Forwards & FRAs
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Instructor's Notes: Equity Valuations using Options approach
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