Weekly outline

  • Derivatives Market

    •    

      Derivatives

      Option, Futures, SWAP  !

  • Course Overview & Prerequisites

    Course Overview !

    In this course you will learn about financial derivatives, including options, futures, forwards, swaps, and other securities as time permits. Our primary emphasis will be on how these contracts are valued and how they can be used to manage risk by hedging.

    Prerequisites 

     All students should have successfully completed FINC 5031 (Financial Analysis and Markets) or an equivalent course. I will also assume that you are familiar with basic algebra and statistical techniques and that you are able to use Microsoft Excel. Anyone who has not completed the required prerequisites should speak with me before continuing in the course.

    Learning Outcomes 

    - Upon successful completion of this course, students will be able to…

    - Define each of the basic derivative contracts, including forwards, futures, swaps, and options;

    - State how the payoff for each type of derivative is determined;

    - Give examples of how derivatives can be used for hedging and for speculation; and

    - Price each type of derivative given the terms of the contract and the characteristics of the underlying asset.


    👇 Open the syllabus dpf file below !
  • Chapter 1 - Introduction to Derivatives

       

    Chapter 01

    Introduction to Derivatives  !

    After studying this chapter, you will understand  derivatives market.
    Learning Objectives: 
    • Understanding types of
    • Options
    • Futures / Forward 
    • SWAP 

    + In this chapter, you will (1) watch all Video lecture, (2) do trade option, future, contract on Stocktrak, (3) do chapter quizzes.

    + (1) After watching 4 videos in chapter 1 below, (2) do trade stocktrak assignment, (3) please mark complete the videos on the right hand side, (4) then do the chapter quiz.

  • Chapter 2 - An Introduction to Forwards and Options

       

    Chapter 02

    An Introduction  to Forwards and Options  !

    After finishing this chapter, you will understand Forward and options products, and how they trade in the financial market.
    Learning Objectives: 

    • Forward contract 
    • Option contract

    + In this chapter, you will (1) watch all Video lecture, (2) do trade option, future, contract on Stocktrak, (3) do chapter quizzes.

    + (1) After watching 3 videos in chapter 2 below, (2) do trade stocktrak assignment, (3) please mark complete the videos on the right hand side, (4) then do the chapter quiz.

  • Chapter 3 - Insurance, Collars, and Other Strategies

       

    Chapter 03

    Insurance, Collars, and Other Strategies !

    After studying this chapter, you will understand  how to apply forward and options contracts.
    Learning Objectives:
    • Options can be…
    • used to insure long positions (floors).
    • used to insure short positions (caps).
    • written against asset positions (selling insurance).

    + In this chapter, you will (1) watch all Video lecture, (2) do trade option, future, contract on Stocktrak, (3) do chapter quizzes.

    + (1) After watching 5 videos in chapter 3 below, (2) do trade stocktrak assignment, (3) please mark complete the videos on the right hand side, (4) then do the chapter quiz.


  • Chapter 4 - Risk management

       

    Chapter 04

    Risk management !

    After studying this chapter, you will understand  how to do risk management.
    Learning Objectives:
    • Basic Risk Management.
    • Manage risk for input and output products.

    + In this chapter, you will (1) watch all Video lecture, (2) do trade option, future, contract on Stocktrak, (3) do chapter quizzes.

    + (1) After watching 3 videos in chapter 4 below, (2) do trade stocktrak assignment, (3) please mark complete the videos on the right hand side, (4) then do the chapter quiz.


  • Chapter 5 - Financial Forwards and Futures

       

    Chapter 05

    Financial Forwards and Futures  !

    After finishing this chapter, you will understand Forward and options products, and how they trade in the financial market  .
    Learning Objectives:
    • Stock and index futures/forwards:
    • How are they used?
    • How are they Priced ? 
    • How are they hedged ?

    + In this chapter, you will (1) watch all Video lecture, (2) do trade option, future, contract on Stocktrak, (3) do chapter quizzes.

    + (1) After watching 5 videos in chapter 5 below, (2) do trade stocktrak assignment, (3) please mark complete the videos on the right hand side, (4) then do the chapter quiz.


  • Chapter 6 - The Wide World of Futures Contracts

       

    Chapter 06

    The Wide World of Futures Contracts  !

    After studying this chapter, you will understand  how to pricing Currencies Futures & Commodities Future Contracts.
    Learning Objectives: 
    • Pricing currencies future contracts.
    • Pricing commodities future contracts.

    + In this chapter, you will (1) watch all Video lecture, (2) do trade option, future, contract on Stocktrak, (3) do chapter quizzes.

    + (1) After watching 5 videos in chapter 6 below, (2) do trade stocktrak assignment, (3) please mark complete the videos on the right hand side, (4) then do the chapter quiz.


  • Chapter 7 - Interest Rate Forwards and Futures

       

    Chapter 07

    Interest Rate Forwards and Futures !

    After studying this chapter, you will understand  derivatives markets.
    Learning Objectives: 
    • Understanding types of
    • Options
    • Futures / Forward 
    • SWAP 

    + In this chapter, you will (1) watch all Video lecture, (2) do trade option, future, contract on Stocktrak, (3) do chapter quizzes.

    + (1) After watching 7 videos in chapter 7 below, (2) do trade stocktrak assignment, (3) please mark complete the videos on the right hand side, (4) then do the chapter quiz.


  • Chapter 8 - Swaps

       

    Chapter 08

    Swaps  !

    After studying this chapter, you will understand  how to trade SWAP contracts.
    Learning Objectives:
    • Deification of SWAP 
    • Pricing SWAP contracts 
    • Trade SWAP contracts

    + In this chapter, you will (1) watch all Video lecture, (2) do trade option, future, contract on Stocktrak, (3) do chapter quizzes.

    + (1) After watching 4 videos in chapter 8 below, (2) do trade stocktrak assignment, (3) please mark complete the videos on the right hand side, (4) then do the chapter quiz.


  • Chapter 9 - Parity and Other Option Relationships

       

    Chapter 09

    Parity and Other Option Relationships !

    After studying this chapter, you will understand  the Parity and Other Option Relationships.
    Learning Objectives:
    • Deification of SWAP 
    • Pricing SWAP contracts 
    • Trade SWAP contracts

    + In this chapter, you will (1) watch all Video lecture, (2) do trade option, future, contract on Stocktrak, (3) do chapter quizzes.

    + (1) After watching 5 videos in chapter 9 below, (2) do trade stocktrak assignment, (3) please mark complete the videos on the right hand side, (4) then do the chapter quiz.


  • Chapter 10 - Binomial Option Pricing

       

    Chapter 10

    Binomial Option Pricing !

    After studying this chapter, you will understand  how to price Binomial Option.
    Learning Objectives:
    • Pricing Binomial Option
    • Call Options
    • Put Option

    + In this chapter, you will (1) watch all Video lecture, (2) do trade option, future, contract on Stocktrak, (3) do chapter quizzes.

    + (1) After watching 7 videos in chapter 10 below, (2) do trade stocktrak assignment, (3) please mark complete the videos on the right hand side, (4) then do the chapter quiz.


  • Chapter 11 - The Black-Scholes Formula

       

    Chapter 11

    The Black-Scholes Formula   !

    After studying this chapter, you will understand The Black-Scholes Formula.
    Learning Objectives:
    • The Black-Scholes Formula of
    • Options
    • Futures / Forward 
    • SWAP 

    + In this chapter, you will (1) watch all Video lecture, (2) do trade option, future, contract on Stocktrak, (3) do chapter quizzes.

    + (1) After watching 3 videos in chapter 11 below, (2) do trade stocktrak assignment, (3) please mark complete the videos on the right hand side, (4) then do the chapter quiz.


  • Quizzes

    • Quiz icon
      Opened: Wednesday, 24 August 2022, 11:00 AM
      Closes: Wednesday, 24 August 2050, 12:00 PM
    • Quiz icon
      Opened: Friday, 27 August 2021, 1:01 AM
      Closes: Saturday, 3 September 2050, 12:59 AM
    • Quiz icon
      Opened: Thursday, 23 November 2023, 1:01 PM
      Closed: Thursday, 23 November 2023, 11:59 PM
    • Quiz icon
      Opened: Friday, 10 September 2021, 1:01 AM
      Closes: Saturday, 17 September 2050, 12:59 AM
    • Quiz icon
      Opened: Saturday, 18 September 2021, 1:01 AM
      Closes: Saturday, 24 September 2050, 12:59 AM
    • Quiz icon
      Opened: Friday, 24 September 2021, 1:01 AM
      Closes: Saturday, 1 October 2050, 12:59 AM
    • Quiz icon
      Opened: Friday, 1 October 2021, 1:01 AM
      Closes: Saturday, 8 October 2050, 12:59 AM
    • Quiz icon
      Opened: Friday, 8 October 2021, 1:01 AM
      Closes: Saturday, 15 October 2050, 12:59 AM
    • Quiz icon
      Opened: Friday, 15 October 2021, 1:01 AM
      Closes: Saturday, 22 October 2050, 12:59 AM
    • Quiz icon
      Opened: Friday, 22 October 2021, 1:01 AM
      Closes: Saturday, 29 October 2050, 12:59 AM
    • Quiz icon
      Opened: Friday, 29 October 2021, 1:01 AM
      Closes: Saturday, 5 November 2050, 12:59 AM
  • Discussion

  • Survey