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Week and
Lecture Dates
|
Lecture Topic and
Test Schedule (tests are due by 12:00 pm central on the assigned due dates)
|
End of Chapter
Practice Problems
(These problems will not be turned in for credit)
|
|
Week
1
L1:
08/23/22
L2:
08/25/22
|
Course
Introduction
Chapter 1: Introduction
Chapter
2: Futures Markets and Central
Counterparties
|
Chapter
1:
1-5, 7-21
|
|
Week
2
L3:
08/30/22
L4:
09/01/22
|
Chapter
2: Futures Markets and Central
Counterparties
Chapter
3: Hedging Strategies Using Futures
|
Chapter
2:
1, 3-4, 6-12, 15-17, 19, 22, 24
|
|
Week
3
L5:
09/06/22
L6:
09/08/22
|
Chapter
3: Hedging Strategies Using Futures
Chapter
4: Interest Rates
|
Chapter
3:
1-18, 20-21
|
|
Week
4
L7:
09/13/22
L8:
09/15/22
|
Chapter
4: Interest Rates
Chapter
5: Determination of Forward and
Future Prices
Test 1 Assigned
09/13 (Chapters 1-4)
|
Chapter
4:
1-4, 7-12, 14, 17-23
|
|
Week
5
L9:
09/20/22
L10:
09/22/22
|
Chapter
6: Interest Rate Futures
Chapter
7: Swaps
|
Chapter
5:
1-9, 11-12, 14-15, 17-18
|
|
Week
6
L11:
09/27/22
L12:
09/29/22
|
Chapter
7: Swaps
Test 1 Due 09/27
by 12:00 pm noon central
|
Chapter
6:
1-10, 12-13, 15, 17-19, 22
|
|
Week
7
L13:
10/04/22
10/06/22
No Lecture
|
Chapter
10: Mechanics of the Options Markets
Test 2 Assigned 10/04
(Chapters 5, 6, 7, 10)
No Lecture 10/06: Fall Break
|
Chapter
7:
1, 6-7, 12, 15-16
Chapter
10:
1-21
|
|
Week
8
L14:
10/11/22
L15:
10/13/22
|
Chapter
10: Mechanics of the Options Markets
Chapter
11: Properties of Stock Options
|
Chapter
11:
1-11,
13-17, 20
|
|
Week
9
L16:
10/18/22
L17:
10/20/22
|
Chapter
12: Trading Strategies Involving
Options
Chapter
13: Binomial Trees
Test 2 Due 10/20
by 12:00 pm noon central
|
Chapter
12:
1-7,
9-10, 12-15, 17
|
|
Week
10
L18:
10/25/22
L19:
10/27/22
|
Chapter
13: Binomial Trees
Chapter
15: The Black-Scholes-Merton Model
Test 3 Assigned
10/27 (Chapters 11, 12, 13, 15)
|
Chapter
13:
1-8, 12-13, 15
|
|
Week
11
L20:
11/01/22
L21:
11/03/22
|
Chapter
15: The Black-Scholes-Merton Model
Chapter
19: The Greek Letters
|
Chapter
15:
1, 3-6, 13-14, 18
|
|
Week
12
L22:
11/08/22
L23:
11/10/22
|
Chapter
19: The Greek Letters
Chapter 23:
GARCH and EWMA
Test 3 Due 11/10
by 12:00 pm noon central
|
Chapter
19:
1-7, 12-14, 22
|
|
Week
13
L24:
11/15/22
L25:
11/17/22
|
Chapter
23: GARCH and EWMA
Chapter
22: Value-at-Risk
Test 4 Assigned
11/17 (Chapters 19, 22, and 23)
|
Chapter
23:
1-6,
8, 10-11, 17-18, 20
|
|
Week
14
11/22/22
11/24/22
No Lectures
|
No Lectures 11/22
& 11/24:
Thanksgiving Break
|
|
|
Week
15
L26:
11/29/22
L27:
12/01/22
|
Chapter
22: Value-at-Risk
|
Chapter
22:
1,
5, 8-10, 18
|
|
Week
16
12/06/22
12/08/22
No Lecture
|
Test 4 Due 12/08
by 12:00 pm noon central
|
|
|
Week
of 12/12/22
No Lecture
|
No Lecture: Finals Week
|
|
