Textbook Reading Assignments

  • January 23: Hull Chapters 1 (“Introduction”), 2 (“Mechanics of Futures Markets”), 9 (“Mechanics of Options Markets”)
  • January 25: Hull Chapter 5 (“Determination of Forward and Futures Prices”)
  • February 1: Hull Chapter 11 (“Properties of Stock Options”)
  • February 6: Hull Chapter 12 (“Trading Strategies Involving Options”)
  • February 15: Hull Chapter 13 (“Binomial Trees”)
  • March 20: Hull Chapter 14 (“Wiener Processes and Ito’s Lemma”)
  • April 3: Hull Chapter 15 (“The Black–Scholes–Merton Model”)