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Baruch Continuing And Professional Studies (CAPS) - Derivatives

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Baruch FIN 9783
Baruch FIN 4710
Baruch CAPS - Intro to Derivatives
Columbia University Intro to Finance (MONDAY)
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SHU BFIN 3211 Financial Strategy
SHU BFIN 4250 Fixed Income
SHU BFIN 4234 & 7331 Derivatives
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Baruch FIN 3710
Baruch Exec. MS FIN 9793 Jan 2022
Baruch CAPS Cap Markets
Baruch CAPS - Corp. Fin. & Val.
Baruch CAPS Debt Markets
Baruch CAPS Equity Markets
Baruch CAPS - International Accountancy
Baruch CAPS International Finance
Baruch CAPS - Investment Banking
Baruch Lecture Series - Banking and Finance
Baruch Lecture Series - Valuation of Intangible Assets
Baruch Lecture Series - Mergers and Acquisitions
Baruch Summer Leadership Academy - Lecture Series
City Unity College Statements & Budgeting
Fordham Credit & Banking
Fordham FNBU 3221
SHU - BFIN 7236 Corporate Finance
SHU BFIN 2201

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ANNOUNCEMENT:

Please conplete the student evaluation for the semester - see link below. If we get 100% participation I will add 5 points on everyone's final exam on a post-curve. The information you need is:

 Instructor Name: DROUSSIOTIS, CHRISTAKIS

Course SKU: F21FIN000901C

Course Title: Introduction To Derivatives Markets

Four digit code (specific for this course only*) 1009

See Link Below: 

Student Evaluation Link

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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.

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Syllabus

Syllabus Fall 2021

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6:15pm - 8:45pm

Sep 21

Sep 28 

Oct 5

Oct 12

Oct 19

Oct 26

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Nov 9

Nov 16

Nov 23

  Nov 30

             

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Link to Text Book

Text Book
SHU_text_book.jpg

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

textbookfirsteditionV2.jpeg.jpg

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

                   

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 Exam Review

     

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

Answers H#4

Homework #5:

Homework Link #5

Answers H#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