Class Schedule:

(Note: this list is tentative and subject to change.)

Week Class Date Chapters and Topics Questions and Problems
1 1 TH Sept 8 Course Introduction / Ch 1 - Introduction to Derivatives
2 2 TU Sept 13 Ch 1 – Introduction to Derivatives 2,3,6,10-14,18-21,23
3 TH Sept 15 Ch 2 – Mechanics of Futures Markets
3 4 TU Sept 20 Ch 2 – Mechanics of Futures Markets 1,3,5,9-12,16,18,19,22
5 TH Sept 22 Ch 3 – Hedging Strategies Using Futures
4 6 TU Sept 27 Ch 3 – Hedging Strategies Using Futures 1,2,5-11,13,15-18,20
7 TH Sept 29 Quiz 1 (5%)
Ch 5 – Determination of Forward and Futures Prices
5 8 TU Oct 4 Ch 5 – Determination of Forward and Futures Prices 1,4-7,9-12,14,15
9 TH Oct 6 Assignment 1 Overview
Ch 6 – Interest Rate Futures
6 10 TU Oct 11 Ch 6 – Interest Rate Futures 1-4,7,10,14,15
11 TH Oct 13 Midterm Test 1 (25%) (Ch 1-3, 5)
7 12 TU Oct 18 Ch 7 - Swaps 1,6-9,11,15,16
13 TH Oct 20 Ch 8 – Securitization and the Credit Crisis of 2007
8 14 TU Oct 25 Ch 8 – Securitization and the Credit Crisis of 2007 1,6,8,11
15 TH Oct 27 Quiz 2 (5%)
Assignment 1 Due (10%)
Assignment 2 Overview
Oct 31 to Nov 6 Fall Reading Week
9 16 TU Nov 8 Ch 9 – Mechanics of Options Markets
17 TH Nov 10 Ch 9 – Mechanics of Options Markets 1,2,4,7-10,13-16,21,22
10 18 TU Nov 15 Ch 10 – Properties of Stock Options
19 TH Nov 17 Ch 10 – Properties of Stock Options 1-4,6-8,11-15
11 20 TU Nov 22 Quiz 3 (5%)
Ch 11 – Trading Strategies Involving Options
21 TH Nov 24 Ch 11 – Trading Strategies Involving Options
12 22 TU Nov 29 Ch 11 – Trading Strategies Involving Options 1-4,6,7,10,12,14,15,17
23 TH Dec 1 Assignment 2 Due (10%)
Brief overview: Ch 12 – Introduction to Binomial Trees 1-5,8,13,14
13 24 TU Dec 6 Brief overview: Ch 13 – The Black-Scholes-Merton 2,4-7,13,14
Model
25 TH Dec 8 Review for final exam
Dec 10 - FINAL EXAM (40%) – as scheduled by Registrar Cumulative
22

Please note that this schedule is subject to change. All items including grading, assignments and
material to be covered are tentative and subject to change. Changes in schedule and deadlines will be
announced in class and posted on OWL in advance. Students are responsible for learning about these
changes.