Professor Droussiotis's Web Platform

Baruch CAPS - Derivatives

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Syllabus	Syllabus Spring 2022		Professor's Inbox (upload info for Professor)	Professor's INBOX		Processor's Email	christakis.droussiotis@baruch.cuny.edu
Zoom Call (Office Hours Zoom)	Zoom Room		Active Learning (access to Assignments):			Professor's Biography	Professor's Biography

Tuesdays 6:15pm - 8:45pm	Feb 1	Feb 8	Feb 15	Feb 22	Mar 1	Mar 8	Mar 15	Mar 22	Mar 29	Apr 5
Link to 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    11  Swaps
Assigned Chapters An Analytical Approach to Investments Finance & Credit (1st Edition) C. Droussiotis Cognella Publishing  Purchase Book via Amazon		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: Concepts, Strategy and Valuations	Lecture #3 Options: Concepts, Strategy and Valuations	Lecture #4 Lecture #4a (Intro to BOPM) Options: Concepts, Strategy and Valuations	Lecture #5 MIDTERM EXAM REVIEW		Lecture #6	Lecture #7 6 Examples of Futures & Forwards Powerpoint Chapter 14 - Futures, Forwards and Swaps Powerpoint	Swaps - PowerPoint Presentation EXAM REVIEW Lecture #8
Lectures 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
Zoom Recordings		Zoom Recording 2/8		Zoom Recording 2/22	Zoom Recording 3/1		Zoom Recording 3/15	Zoom Recording 3/22	Zoom Recording 3/29
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 Chapter 14 Futures and Forwards	SWAPS
EXAMS						Mid-Term Exam Trading and valuing Options Options Formula Midterm Review Midterm Answers Spreadsheet				Final Exam Options Formula Final Exam Review
Homework Assignments			Homework #1: Homework #1 Link - Options I Answers H#1 - Chapter 13		Homework #2: Homework #2 Option Spreads Homework #2 - Chapter 13 - Answers	Homework #3: Homework #3 Link Options - BOPM Answers #3 - Chapter 13		Homework #4: Homework Link #4 (CAPS) Answers H#4 (CAPS)	Homework #5: Homework Link #5
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