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Futures and Options Lecture Notes: Spring 2015
Lecture Links:
Research Publications Related to Investing and Risk Control
Proceedings of the Canadian Institute of Actuaries Paper on Globalization and Securitization Risks
Proceedings of the 1st Actuarial Conference on Financial Institution Risks
Control Theory Approach to PBGC Insurance
NY Times Article Dealing With PBGC Research
Similar Research Dealing with SPIC
Lecture Note 1: Introduction to Futures - January 2015
Reference Lecture Note 2: Investing in Mutual Funds and Stocks - January 2015
Lecture Note 3: Developing a Set of Investment Guidelines - January 2015
Introduction to Futures Pricing - Simple Cash and Carry Arbitrage
Reference Note: Addressing the Dichotomy Between Reality and Models
Reference Links Vis a Vis Krause Challenge:
Information on the Krause Website about the Funds
Sample Set of Investment Guidelines for a Non-profit Organization
Arbitrage Limit Theorems and the Basics of Interest Arbitrage
Option Valuation and Binomial/BSOP Model Basics
Sample Binomial and Black Scholes Pricing Problems
Excel Spreadsheet BSOP Model Calculator
Lecture Note 4: Basic Concepts in Financial Arbitrage Investing
Lecture Note 5: Advanced Note on Arbitrage and Special Situations Part 1
Lecture Note 6: Advanced Note on Arbitrage and Special Situations Part 2
AAII Jan 2012 Buy Sell Decisions Small Cap Stocks
Sample Advisory Letter Information
Typical Listing of Recommended Dividend Stocks
Typical Listing of Recommended Core Holding Stocks
Typical Listing of Recommended Focus Stocks
AAII Quick Analysis of a Valueline Stock
First Cut Stock Analysis CAT 4 2 2015
Divergent Views on JNJ What Does the Analysis Mean?
Futures Markets Text -- Siegel and Siegel
Chapter 1 Problem 4 updated Spreadsheet
Chapter 1 Problem 6 updated Spreadsheet
Accrued Interest Calculation on a US Treasury Bond- Carrying Cost
Notes and Problem T-Bill Pricing
Approved List of Focus Stocks for Portfolio Project Spring 2015
Chapter 2 Problems 5,6,7 and 10
Platinum and Palladium Listing Prob. 10
Lecture Note on Pricing Stock Index Futures
Links to Articles About mReits
3 mReit Funds to Consider 2 to Avoid
Lecture Materials on the Options Market and Options Trading
Basic Concepts in Using Stock Options
Practical Characteristics of Options
Options Trading Strategies for Portfolio Management
A Note on the Put-Call Equation
Notes on How to Think Like Graham and Invest Like Warren Buffett
Advanced Option Trading Strategies Lecture 1
Notes on Option Trading Strategies Using a Combination of Basic Trades
Interactive Spreadsheet for Calculating Historical Volatility with Different Time Frames
Sample Stock and Options Trading Journal
Calculating Historical Price Volatility
Excel Spreadsheet with Yahoo link to Calculate Historical Volatility
Lecture Note on Basic Interest Rate Hedging Strategies
Option Valuation Under Binomial and BSOP Modeling
BSOP and Binomial Option Pricing Problems
Basic BSOP Spreadsheet for Calculating Theoretical Value of Calls, Puts and Option Greeks
Lecture Notes on EFTs and Options
Conservative Option Uses with ETFs
Gold ETFs and How Options Might be Used to Mitigate Macroeconomic Risk
An Option Straddle with An ETF
Deep ITM or ATM Option Strategies with ETFs
