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Fordham - Futures & Options

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---- SUMMER 2024 LECTURES ---
Columbia University - Intro to Finance
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--- OTHER COURSES ---
BARUCH COLLEGE
COLUMBIA UNIVERSITY
Columbia Intro to Finance
FAIRLEIGH DICKINSON UNIVERSITY
FORDHAM UNIVERSITY
Fordham Fin. Modeling
CITY UNITY COLLEGE
SETON HALL UNIVERSITY
SHU ECO 2408 Money and Banking
SHU BFIN 4234/7331 Derivatives
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Course Outline -  Lectures , Assignments and Exams

INFO:

LINKS:

 

INFO:

LINKS:

 

INFO:

LINKS:

 

INFO:

LINKS:

Syllabus

Syllabus Fall 2023

Professor's Inbox
(upload info for Professor)

Professor's INBOX

Processor's Email

Class Info/time

Wednesdays 6.30-9:00pm

Deally Hall 301

 

Zoom Room

Zoom Link

Active Learning
(access to Assignments):

 

Professor's Biography

Professor's Biography

Office Hours/Remote
(9:00-5pm)

Make an Appointment Link

 

Aug 30

on line session via Zoom 

Sep 6 

Sep 13 

Sep  20

Sep 27

Oct  4
On-line
via zoom

Zoom Link

Oct 11 

Oct  18

Oct 25
online via Zoom

 

Nov 1

Nov 8

Nov 15

Nov 22

 

Nov 29

Dec 6 & 13

Dec 20
On-line Exam

 

OPTION STRATEGIES AND VALUATION

   

FUTURES, FORWARDS, SWAPS, CDS AND FRA's

   

EQUITY
VALUATION

Link to Text Book

Image result for Introduction to Derivatives and Risk Management 10th Edition

Introduction to Derivatives and Risk Management 10th Edition

ISBN-13: 9781305104969

Authors: Don M. Chance; Roberts Brooks

Publisher: Cengage Learning

      Chapter    1, 2

Introduction & Structure of Derivatives Markets 

N

O

 

C

L

A

S

S

Chapter 6 

Basic Option Strategies 

Chapter 7 

Advanced Option Strategies 

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

 

Option Pricing Models:

The Black-Scholes-Merton Model 

N

O

 

C

L

A

S

S

       

Chapter 8

Forwards & Futures

Chapters 11

Credit Swaps, TRS
and CDS

N

O

 

C

L

A

S

S

 

Chapters 12

Interest Rate Forwards & FRAs

Instructor's Notes:
 
 Equity Valuations using Options approach
 

   

Assigned Lectures

Lecture #1

Powerpoint Introduction to Derivatives

Lecture #2

Options: Concepts, Strategy and Valuations

Lecture #3

Options: Concepts, Strategy and Valuations

Lecture #4

Lecture #5

Options: Concepts, Strategy and Valuations

Lecture #6

Options: Concepts, Strategy and Valuations

EXAM REVIEW

Midterm Exam Review

     

Lecture #8

Futures, Forwards & Swaps

Lecture #9

Futures, Forwards & Swaps

 

Lecture #10

Valuation of start-up businesses using Black-Scholes Options Pricing Model

EXAM REVIEW

Final Exam Review

Options Practice Sheet with Answers

Options Formula

 

Zoom Recordings

       

Zoom Recording 10/4

     

Zoom Recording Midterm Exam Results Review

Zoom Recording 11/8

Zoom Recording 11/15

 

Zoom Recording 11/29

Zoom Recording 12/6

 

Lecture on YouTube

 

Introductions to Options and Basic Strategies

 

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

           

Interest Rate Swaps - The Basics 1/3

Interest Rate Swaps and benefits 2/3

Simple Interest Rate Swaps 3/3

Currency Swaps & CDS

       

Assigned Spreadsheets

 

Basic Option Strategies

Excel Template: Options: Concepts, Strategy and Valuations

Advance Option Strategies

Bionomial Option Pricing Model Method 1 (6-step Method)

BOPM (single and 2-period) Method 2

Black Scholes Option Model

Options Formula

Options Practice Sheet with Answers

       

Futures & Forwards

Chapter 14 - Futures, Forwards & Swaps

SWAPS

 

Equity Val using Black Scholes

SaaS IP Case Study - OPM Valuation

   

EXAMS

           

MidTerm

Zoom Link

           

Question 8 Exam due 12/13

Question 8 Take Home Exam - Bonus Points

Question 8 Template

Final Exam

Homework Assignments

   

Homework #1

Chapter 6 #10, 12, 13 (no graph for 13)

Text Book Homework #1

Answers H#1

 

Homework #2:

Chapter 7 #6,9,13 

Text Book Homework #2

Answers H#2

Homework #3:

Homework Link #3

Answers H#3

Homework #4:


Homework #4 Link (CD Textbook Chapter 13 BOPM)

Answers #4 - Chapter 13

       

Homework #5:

Homework #5

Homework #5 - Futures - Answers

 

Homework #6:

Homework #6

Homework #6 - SWAPS - Answers

Homework #7:

Homework #7

Homework #7 CDS - Answers

 
Reading Assignments

textbookfirsteditionV2.jpeg.jpg

 An Analytical Approach to Investments Finance & Credit (1st Edition)

C.Droussiotis,  Cognella Publishing 

To Purchase Textbook

ARTICLE: GameStop's Gargantuan Gamma Squeeze

GameStop Charts

Greeks in Finance

SIFMA Insights: US Listed Options Primer

Trading and valuing Options

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

Article on Black Scholes

Bitcoin Assume Option Valuation

Horse Racing & Options

CFA BOPM

         

WSJ Futures Prices

Yahoo Finance Futures Prices

LIBOR MARKETS Interest Rates

Managing Negative Interest Rates

Total Return Swap gone wrong - Article

The Big Short Clip on CDS

       

Practice Sheets

 

Options Practice Sheet with Answers

 

The Greeks in Options Explain

                     
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