FIN459659-S08

FIN459659-S08 - FIN 459/659 Introduction to Derivatives...

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FIN 459/659 Introduction to Derivatives Spring 08 MW 8:00-9:20 Instructor Info Fernando Diz, PhD Martin J. Whitman Associate Professor of Finance Office: 610 WSOM Phone: 443-3499 E-mail: fdiz@syr.edu Office Hours: M-W 11:00am to 12:00pm or by appointment. Administrative Assistant: Betty Ross Office location: Ballentine Investment Institute, 110 WSOM Phone: 315-443-7229 Email: beross@syr.edu Teaching Assistant: Vikram Jain Office location: Ballentine Investment Institute, 110 WSOM Phone: 315-443-7229 Email: vajain@syr.edu COURSE DESCRIPTION This class is about the process of trading exchange-traded futures and options. Although we shall talk about swaps, the focus of the course is on futures and options markets. Theory is only used when it is either useful and/or necessary to understand important concepts and/or industry practices. The emphasis of the course is on the practical application of the knowledge that you will acquire. The main objective of the course is to provide you with enough practical knowledge so that you will be prepared to trade futures and options in a competent manner. Think hard before taking this course. If you are not interested in knowing what using derivatives is all about, do not take this course. Unlike other “trading” courses this course focuses on practical applications. The broad knowledge areas that will be covered in the course are: 1. Institutional knowledge and pricing of futures and option contracts. This part of the course focuses on the basic knowledge base you MUST have to be able to move on to the application side of the course. Be warned that the amount of material covered in this section is large but indispensable. The learning objectives for this section match to a large extent the learning outcomes for Levels 1 and 2 of the Certified Financial Analyst (CFA) program examinations. An advantage of taking
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this course for CFA candidates is that they will be ready to take Levels 1 and 2 of the exam’s Derivatives part. I have embedded two Acrobat reader files with the Levels 1 and 2 CFA derivatives’ learning outcomes for your consultation. The book will get you this far. 2. Approaches to trade selection and Money Management. The rest of the course will be devoted to covering these subjects. No book here. We will periodically read from industry publications, sections of industry books, etc. This is not mainstream academia and that is why it is a lot of fun. Be prepared for hard work. BOOK AND OTHER RESOURCES Analysis of Derivatives for the CFA Program , by Don M. Chance. First Edition, AIMR, 2003. If you cannot find the book at the bookstore, try ordering from www.aimr.org . , ISBN# 0-935015-93-0. Bloomberg data terminals . Ballentine Institute Investment Room. Check for hours of operation at Whitman.syr.edu, Institutes and Centers, Ballentine Investment Institute. INSTRUCTOR SHORT BIO
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FIN459659-S08 - FIN 459/659 Introduction to Derivatives...

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