| Week | Readings | Topics-------------------------------------------------------------------------------------------------------------- |
| 1/13 | Hull 1,2 | Introduction; Forward and Futures Mkts |
| 1/20 | Hull 3 | Hedging Strategies with Futures |
| 1/27 | Hull 3 |
Hedging Strategies with Futures |
| 2/3 | Hull 4 |
Interest Rate Markets FRA (skip 4.8) |
| 2/10 | Hull 5 |
Determination of Futures Prices |
| 2/17 | Hull 7 |
Swaps |
| 2/24 | Hull 8 | Mechanics of Options Mkts |
| 3/3 | Hull 9 | Properties of Stock Options |
| 3/10 | Exam on 3/10 (Tuesday) Chapt 1-5,7,8,9 | |
| 3/24 | Hull 10 | Trading Strategies with Options |
| 3/31 | Hull 11 | Introduction to Binomial Trees |
| 4/7 | Hull 11 |
Cont'd |
| 4/14 | Hull 12 | Black Scholes Model |
| 4/21 | - | Cont'd |
| 4/28 | Hull 15 | The Greek Letters |
| 5/5 | Hull 6 | Interest Rate Futures |
| - | -- |
Additional chapters as time permits |
| -- | -- |
|
| Final Exam - See place/time on Syllabus |