Baruch Continuing And Professional Studies (CAPS) - Derivatives

Professor Droussiotis's Web Platform

Baruch Continuing And Professional Studies (CAPS) - Derivatives

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PROFESSOR'S ANOUNCEMENTS / NOTES:

Please complete the student evaluation (see link below). As an insentive for completing the evaluation, the professor will award everyone 5 or 10 points to be added to the Final Exam if 95% and 100% of the evaluations are completed, respectively. The evaluation period expires July 20

:Information you need and link below:
Instructor Name: DROUSSIOTIS, CHRISTAKIS

Course SKU: SU20FIN000901C

Course Title: Introduction To Derivatives Markets
Four digit Code: 1049

Evaluation link for Su2020

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Fall 2019 Course Outline - Lectures , Assignments and Exams

Financial derivatives, whose valuation depends on a risk factor, will be defined, explored, and valued in this predominantly quantitative course. Binomial and Black Scholes models will be reviewed and applied to different scenarios. You will also learn hedging strategies effective in mitigating risk in this ever-changing market.

Syllabus Summer 2020

Contact the Professor at: christakis.droussiotis@baruch.cuny.edu

Students that want to drop their files for the Professor please use the inbox below. Please note that you need to write your name inside the body of the file and then upload it on dropbox.

Professor's INBOX - CAPS

BARUCH COLLEGE (CAPS ONLY) ON-LINE with Professor via Zoom

Wendesdays

12:00pm - 2:45pm (NYT)

May20

May 27

June 3

June 10

June 17

June 24

July 1

July 8

July 15

July 22

Link to Text Book

Text Book

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

Chapter 6

Basic Option Strategies

Chapter 7

Advanced Option Strategy

Chapter 3

Principal of Option Pricing

Intro to Binomial Pricing Model - Method #1

Chapter 4

Option Pricing Models:
The Binomial Model - Single and Multi-stage Approach

Chapter 5

Option Pricing Models:
The Black-Scholes-Merton Model

Forwards & Futures

Chapter 8

Chapter 11

Swaps

Assigned Chapters

Link to Purchase

13
p 213-224

13
p 224-230

13
p 231-236 & 244

13
p 236-243

14
p 245-254

14
p 261-264

Assigned Lectures

Lecture #1

Powerpoint Introduction to Derivatives

Lecture #2

Options - Powerpoint Presentation

Lecture #3

Lecture #4

Lecture #4a (Intro to BOPM)

Lecture #5

Lecture #6

MIDTERM EXAM REVIEW

Lecture #7

6 Examples of Futures & Forwards Powerpoint

Chapter 14 - Futures, Forwards and Swaps Powerpoint

Recording Lecture

Swaps - PowerPoint Presentation

EXAM REVIEW

Lecture #8

Lectures on YouTube

Introductions to Options and Basic Strategies

Lecture on Zoom Recording 10-15-2019

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

Zoom Recordings

Zoom Recording- June 17 Password: 4C$h1$9J

Assigned Spreadsheets

Basic Option Strategies

Option Spreads

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

BOPM (single and 2-period) Method 2

Black Scholes Option Model

Futures & Forwards

SWAPS

EXAMS

Mid-Term Exam

ExamSpreadsheet with Answers

Options Formula

Midterm Review

Final Exam

Options Formula

Final Exam Review

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 Link #4

Answers H#4

Reading Assignments

Greeks in Finance

FB Option Sheet Sep 2019

Options Page on FB

SIFMA Insights: US Listed Options Primer

You Tube Clip on Nike Calender Spread Strategy ahead of Earnings in September 2019

Horse Racing & Options

CFA BOPM

Hedging on Corona Virus Analysis

S&P500 EDF (SPY) Current Price

Using Options to hedge against Coronavirus

Cummulative Normal Distribution Table

Article on Black Scholes

WSJ Futures Prices

Yahoo Finance Futures Prices

The Big Short Clip on CDS

Practice Sheets

Options Practice Sheet with Answers

#11 & #12

Futures & FX/Interest Swaps (Lecture from SHU)

Futures & Forwards

WSJ (6/1/2015): Weather Forecast Dampens Wheat Prices