Derivatives Market
Derivatives
Option, Futures, SWAP !
Khóa: Derivatives Market Course final Button -1 | Home
- Derivatives Market
- Course Overview & Prerequisites
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 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 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 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.
- Options can be…
- Chapter 4 - Risk management
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.
- Basic Risk Management.
- Chapter 5 - Financial Forwards and Futures
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.
- Students mustMark as done
- Stock and index futures/forwards:
- Chapter 6 - The Wide World of Futures Contracts
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 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.
- Students mustMark as done
- Chapter 8 - Swaps
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.
- Deification of SWAP
- Chapter 9 - Parity and Other Option Relationships
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.
- Students mustMark as done
- Deification of SWAP
- Chapter 10 - Binomial Option Pricing
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
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
Quizzes
- Opened: Thứ Bảy, 16 tháng 7 2022, 5:00 AMCloses: Thứ Bảy, 16 tháng 7 2050, 6:00 AMStudents mustMark as done
- Opened: Chủ Nhật, 18 tháng 7 2021, 7:01 PMCloses: Thứ Hai, 25 tháng 7 2050, 6:59 PMStudents mustMark as done
- Opened: Chủ Nhật, 25 tháng 7 2021, 7:01 PMCloses: Thứ Hai, 1 tháng 8 2050, 6:59 PMStudents mustMark as done
- Opened: Chủ Nhật, 1 tháng 8 2021, 7:01 PMCloses: Thứ Hai, 8 tháng 8 2050, 6:59 PMStudents mustMark as done
- Opened: Thứ Hai, 9 tháng 8 2021, 7:01 PMCloses: Thứ Hai, 15 tháng 8 2050, 6:59 PMStudents mustMark as done
- Opened: Chủ Nhật, 15 tháng 8 2021, 7:01 PMCloses: Thứ Hai, 22 tháng 8 2050, 6:59 PMStudents mustMark as done
- Opened: Chủ Nhật, 22 tháng 8 2021, 7:01 PMCloses: Thứ Hai, 29 tháng 8 2050, 6:59 PMStudents mustMark as done
- Opened: Chủ Nhật, 29 tháng 8 2021, 7:01 PMCloses: Thứ Hai, 5 tháng 9 2050, 6:59 PMStudents mustMark as done
- Opened: Chủ Nhật, 5 tháng 9 2021, 7:01 PMCloses: Thứ Hai, 12 tháng 9 2050, 6:59 PMStudents mustMark as done
- Opened: Chủ Nhật, 12 tháng 9 2021, 7:01 PMCloses: Thứ Hai, 19 tháng 9 2050, 6:59 PMStudents mustMark as done
- Opened: Chủ Nhật, 19 tháng 9 2021, 7:01 PMCloses: Thứ Hai, 26 tháng 9 2050, 6:59 PMStudents mustMark as done
- Discussion
- Survey