Curriculum & Course Materials
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Week 1
- Day 1
- • Task 1: What are Derivatives?
- • Task 2: Learn the Mechanics of Forwards and Futures
- • Task 3: Get a Brief Introduction to Swaps
- Day 2
- • Task 1: Options and Key Terminologies
- • Task 2: Types of Options
- • Task 3: Mark-to-Market Payments
- Day 3
- • Task 1: Call Options and Put Options
- • Task 2: Option Payoffs
- • Task 3: Moneyness of Options
- Day 4
- • Task 1: Introduction to American Options
- • Task 2: Exotic Options
- • Task 3: Put-Call Parity
- Day 5
- • Task 1: Option Pricing Models
- • Task 2: Binomial Option Pricing Model
- Day 6
- • Task 1: Black-Scholes-Merton Model
- • Task 2: Summary of Option Pricing
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Checkpoint 1
- • Assignment 1
- • Quiz 1
Week 2
- Day 1
- • Task 1:Option Greek - Delta
- • Task 2: Option Greek - Gamma
- Day 2
- • Task 1:Option Greek - Theta
- • Task 2: Implied Volatility
- • Task 3: Option Greek - Vega
- Day 3
- • Task 1:Bull Call Spread
- • Task 2: Bull Put Spread
- • Task 3:Call Ratio Back Spread
- Day 4
- • Task 1:Bear Put Spread
- • Task 2: Bear Call Spread
- • Task 3: Put Ratio Back Spread
- Day 5
- • Task 1:Long Straddle
- • Task 2:Short Straddle
- • Task 3: The Long and Short Strangle
- Day 6
- • Task 1:Butterfly Spread
- Task 2:Max Pain Theory
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Checkpoint 2
- • Assignment 1
- • Quiz 1
- Day 1