The following is meant to give a general idea of which sections are covered in which weeks. Coverage may be different depending on such factors as MWF vs. TuTh schedule, different paces of individual instructors, etc. However, it is expected that all these sections will be covered.
| Week | Lecture | Event |
| 1/20 | 1.introduction to Derivatives, 2.1-2.2 Project analysis | The first class starts on Tuesday 1/21 |
| 1/27 | 2.3 project analysis, 3.Monte carla simulation, 4. EMH | |
|
2/3 |
5. Mean-variance protfolio theory, 6. CAPM | Monday 2/3 last day to add/drop |
| 2/10 | 7. Cost of Capital 8.behavior finance and multifactor models | |
| 2/17 | 9. Capital structure 10. The effect of taxes on capital 11. other factors | Monday is a Holiday; Tues=Mon |
| 2/24 | 12. Equity financing 13. Debt financing | |
| 3/2 | 14 forwards 15.variation on the forward concept 16. options | |
| 3/9 |
17. option strategies |
Midterm is on Wednesday 3/11, 7-9pm |
| 3/16 |
N/A |
Spring Recess |
| 3/23 |
18. Put-call parity 19. comparing options |
Tuesday 3/24 is last day drop with "W" |
| 3/30 |
20-22 Binomial trees |
|
| 4/6 |
23. Modeling Stock prices with the lognormal distribution |
|
| 4/13 | 24-25. The Black-scholes formula | |
| 4/20 |
26. Delta hedging |
Monday is a Holiday; Wed=Mon |
| 4/27 |
27. Asian Barrier and compound options |
Tuesday 4/29 is last day of classes |
| 5/4 |
|
Final Exam is on 5/6, 10:30-12:30 |
| 5/11 | Grades | Final Grade is due by Tuesday 5/12 midnight |