Baruch Continuing And Professional Studies (CAPS)

Professor Droussiotis's Web Space

Baruch Continuing And Professional Studies (CAPS) - Derivatives

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

FIN 0009 Syllabus Spring 2018

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
Baruch HS
55E 25th Street (Mad&Park)
Room 507

Feb 6

Feb 13

Feb 20

Feb 27

Mar 6

Mar 13

Mar 20

Mar 27

Apr 3

Apr 10

Apr 17 Class start at 6:30pm

Thursday Apr 19
Meeting at
55 Lexington Room # 6-155

Friday Apr 20
17 Lexinton Ave
(Room #1104)

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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 Strategies

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

Chapter 8

Forwards & Futures

Chapter 11

Swaps

EXAM REVIEW

Assigned Lectures

Lecture #1

Lecture #2

Lecture #3

Lecture #4

Lecture #4a (Intro to BOPM)

Lecture #5

MIDTERM EXAM REVIEW

Option Formulas Review

Lecture #6

Lecture #7

Lecture #8

Assigned Spreadsheets

Basic Option Strategies

Advanced Option Strategies

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

Bionomial Pricing Model - Method 2 (single and 2-stage model)

Black Scholes Option Model

Futures & Forwards

SWAPS

EXAMS

Mid-Term Exam

Midterm Answers PDF

Final Exam @Computer Lab #1104 17, Lexington Ave

Homework Assignments

Homework #1
Chapter 6 #10, 12, 13 (no graph for 13)

Answers H#1

Homework #2:
Chapter 7 #6,9,13

Answers H#2

Homework #3:

Homework Link #3

Answers H#3

Homework #4:

Homework Link #4

Answers H#4

Reading Assignments

Greeks in Finance

Horse Racing & Options

Daily Option Report by Schaeffers Research

Schaeffers Rsrch: Facebook Inc (FB) Put Options Accelerate on Citron Smack Talk

Married Puts

CFA BOPM

Cummulative Normal Distribution Table

Article on Black Scholes

The Big Short Clip on CDS

Project Assigments

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