Professor Droussiotis's Web Space

Baruch Continuing And Professional Studies (CAPS) - Derivatives

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

Syllabus - Introduction to Derivatives Fall 2018

Professor's INBOX - CAPS

Tuesdays VC 6-145	Sep 25	Oct 2	Oct 9	Oct 16	Oct 23	Oct 30	Nov 6	Nov 13	Nov 20	Nov 27	Dec 4
			N O   C L A S S
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		Advance 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				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
Reading Assignments	Greeks in Finance Horse Racing & Options			SIFMA Insights: US Listed Options Primer		CFA BOPM		Cummulative Normal Distribution Table Article on Black Scholes	WSJ Futures Prices Yahoo Finance Futures Prices	The Big Short Clip on CDS
Project Assigments

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