Tuesdays Baruch HS 55E 25th Street (Mad&Park) Room 507
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Feb 20
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Feb 27
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Mar 6
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Mar 13
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Mar 20
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Mar 27
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Apr 3
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Apr 10
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Apr 17
Class start at 6:30pm
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Thursday
Apr 19 Meeting
at 55
Lexington Room # 6-155
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Friday Apr 20
17
Lexinton Ave (Room
#1104)
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Link to Text Book
Introduction to Derivatives and Risk Management 10th EditionISBN-13: 9781305104969 Authors: Don
M. Chance; Roberts Brooks Publisher: Cengage Learning
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Chapter 1, 2
Introduction & Structure of Derivatives Markets
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Chapter 6
Basic Option Strategies
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Chapter 7
Advanced Option Strategies
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Chapter 3
Principal of Option Pricing Intro to Binomial Pricing Model - Method #1
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Chapter 4
Option Pricing Models: The Binomial Model - Single and Multi-stage Approach
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Chapter 5
Option Pricing Models: The Black-Scholes-Merton Model
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Chapter 8
Forwards & Futures
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Chapter 11
Swaps
EXAM REVIEW
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Homework Assignments
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Homework #1 Chapter 6 #10,
12, 13 (no graph for 13)
Answers H#1
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Homework #2: Chapter 7 #6,9,13
Answers H#2
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Homework Link #3
Answers H#3
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Homework Link #4
Answers H#4
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