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Derivative Syllabus Summer 2015

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

Tuesdays
Room # TBA 

Feb 6

Feb 13

Feb 20

Feb 27

Mar 6

Mar 13

Mar 20

Mar 27


 Apr 3

Apr 10

 Friday Apr 13

Apr 17

  Thursday Apr 19
Computer Lab Room #1104

     

N

O

 

C

L

A

S

S

N

O

 

C

L

A

S

S

N

O

 

C

L

A

S

S

               

Assigned Chapters

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Link to Amazon.com

1

2-3

4-5

Handout

8

 

9

10

   

Assigned Lectures

#1

Link

#2

Link

#3

Link

#4

Link

MidTerm Exam Review

 

#5

Link

#6

Link

#7

Link

Final Exam Review

 

Assigned Spreadsheets

 

Future & Forwards

Link

SWAPS & CDS

Link

Derivatives Analysis

Link

   

Derivatives Analysis

(option valuations) 

Link

Derivatives Analysis

(Option Valuations) 

Equity Valuation using Options

Link

 

EXAMS

         

MidTerm Exam
(Computer Lab 1104)

EXAM A1 - Answers

EXAM A2 - Answers

     

Final Exam
(Computer Lab 1104)

Homework Assignments

   

Due #1

Link

Due #2

Link

     

Due #3

Link

 

Due #4

Link

Reading Assignments

   

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

             

Project Assigments

                   

SYLLABUS:

LECTURES:

Lecture #1 - Intro to Derivatives

Lecture #2 - Futures & Forwards

Lecture #3 - Swaps & Swaptions

Lecture #4 - Options

Lecture #5 - Oprion Pricing Models

Lecture #6 - Oprion Pricing - Put/Call Parity

Lecture #7 - Equity Valuation using Option Pricing

HOMEWORK:

Homework #1

Homework #2

Homework #3

Homework #4

SPREADSHEETS:

Lecture 1: N/A

Lecture 2 - Futures & Forwards

Lecture 3 - Swap and CDS Analysis

Lectures 4, 5 & 6: Derivatives

Lecture 7 - Equity Valualtion using Option Pricing

HOMEWORK ANSWERS:

Cummulative Normal Distribution Table

Link

Link

Link