Options
Notes:
Chapter 20;
General Mills Example;
Chapter 21;
Chapter 22
Quizzes and Keys:
Summer 2015; Summer 2014; Fall 2013; Summer 2013; Spring 2013; Fall 2012; Summer 2012; Spring 2012
Questions from older exams:
Chapter 20: Problems; Key Last Update: 9/7/2011
Chapter 21: Problems; Key Last Update: 9/7/2011
Black-Scholes: Extra Black-Scholes Problems with Check Figures Last Update: 7/31/2012
Chapter 22: Problems; Key Last Update: 9/7/2011
Chapter 22 Graph Solutions: Short-answer 4;
Short-answer 8;
Short-answer 12;
Short-answer 13
Chapters 20, 21, and 22 in Corporate Finance by Berk and DeMarzo
Note: Sections you can skip: 20.5, 21.3, 22.5, and 22.6.
Kahn Academy: I highly recommend watching the following videos
American Call Options
Call Payoff Diagram
American Put Options
Call Option as Leverage
Put v. Short and Leverage
Put Payoff Diagram
Put as Insurance
Put-Call Parity
Call Writer Payoff Diagram
Put Writer Payoff Diagram
Put-Call Parity Arbitrage 1
Put-Call Parity Arbitrage 2
Put-Call Parity Clarification
Actual Option Quotes
Option Expiration and Price
Problems from text:
Chapter 20: 1, 3, 4, 5, 6, 7, 8, 9, 12, 13, 17, 20, 22, 28, 29
Chapter 21: 1, 2, 3, 4, 5, 12, 14, 15, 25, 26, 28
Chapter 22: 2, 5, 9, 13
Check Figures
Ivo Welch's online Book:
Chapter 27: Options and Risk Management Note: Starts on page 315 of Companion text
Chapter 12 Appendix: Capital Budgeting Applications and Pitfalls Note: Starts on page 79 of Companion text
Wikipedia pages:
Financial Options
Call options
Put options
Put-Call Parity
Black-Scholes Option Pricing Model
Binomial Option Pricing Model
Chapter 21: Supplement Steps and explanations in some of Chapter 21's equations.