Professor Droussiotis's Web Space

Baruch Continuing And Professional Studies (CAPS) - Derivatives

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

FIN 0009 Syllabus Spring 2018

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

Binomial Option Pricing Model Method #1

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