|
週次 |
日期 |
單元主題 |
|
Week 0 |
|
Test bank solutions |
|
Week 3 |
3/08 |
Lecture Note 3: Risk Management with Forward and Futures |
|
Week 4 |
3/15 |
Lecture Note 4: Determination of Financial Forward and Futures Prices |
|
Week 5 |
3/22 |
Lecture 5: Determination of Commodity Forward and Futures Prices |
|
Week 6 |
3/29 |
Lecture 6: An Introduction to Options
|
|
Week 7 |
|
Homework 1 |
|
Week 8 |
4/05 |
Lecture 7: Trading Strategies Involving Options |
|
Week 9 |
4/12 |
Lecture 8 Put-Call Parity and Other Option Relationships
|
|
Week 10 |
4/19 |
Lecture 9 Binomial Option Pricing
|
|
Week 10 |
|
Homework 2 |
|
Week 10 |
|
Homework 2 |
|
Week 11 |
4/26 |
Lecture 10 The Black-Scholes Formula
|
|
Week 11 |
5/03 |
Practice midterm exam |
|
Week 11 |
|
Homework 3 |
|
Week 12 |
5/10 |
Lecture 11 The Greek Letters
|
|
Week 13 |
5/17 |
Lecture 12 Volatility Smiles
|
|
Week 14 |
5/24 |
Lecture 13 Using Option Pricing Theory to Value Corporate Securities
|
|
Week 15 |
5/31 |
Lecture Note 14 Term Structure
|
|
Week 16 |
6/07 |
Lecture 15 Swaps
|
|
Week 16 |
6/21/2010 |
Homework 4 |
|
Week 17 |
6/14 |
Practice final exam |
|
Week 17 |
|
2010 Final exam must know materials |
|
Week 18 |
|
Midterm exan |
|
Week 1-1 |
2/22 |
Lecture Note 1: Introduction to Derivatives Securities |
|
Week 1-2 |
2/22 |
Lecture Note 2: Stock Market and Mutual Funds, Hedge Funds, and Pension Funds |