Textbook Reading Assignments

  • September 5: Hull Chapters 1 (“Introduction”), 2 (“Mechanics of Futures Markets”), 9 (“Mechanics of Options Markets”)
  • September 7: Hull Chapter 5 (“Determination of Forward and Futures Prices”)
  • September 14: Hull Chapter 11 (“Properties of Stock Options”)
  • September 19: Hull Chapter 12 (“Trading Strategies Involving Options”)
  • September 28: Hull Chapter 13 (“Binomial Trees”)
  • October 17: Hull Chapter 14 (“Wiener Processes and Ito’s Lemma”)
  • November 7: Hull Chapter 15 (“The Black–Scholes–Merton Model”)
  • November 28: Hull Chapter 35 (“Real Options”)