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Students requi ri ng accommodations or special assistance with course requirements should contact me as soon as

possible so that we can make arr angements for exams, etc. 

COURSE GOALS

Provides understanding of the uses, risks, benefits, and pricing of derivatives such as options, forwardcontracts and future contracts. We examine the roles of investors, banks corporations and hedge fundmanagers in the derivative market.

Students should have an adequate background in Financial Accounting (ACFI-200 or equivalent),Investments (ACFI-490 or equivalent) and spreadsheet fundamentals (COMP-105 or equivalent).

COURSE REQUIREMENTS

Attendance/Participation: Class attendance is mandatory and participation in the form ofattendance, class discussion, and completion of assignments is required. I will determine

attendance/participation based on a Problem-of-the-Day (POD). You will automatically receive 5 ofthe 20 points if you are in class when the problem is given. If your answer to the problem is correct,you will receive the remaining 15 points. If your answer is incorrect, you will receive partial credit ofthe remaining 15 points. If you are absent, you will receive 0 of the 20 points for that problem. Thereare no make-ups. 

Course Syllabus 

 Bridgewater State University 

Options & Futures — ACFI 465

Spring 2014 

Professor: Name: Boubker Drissi

Office: HRG 102

email:  bdrissi@bridgew.edu 

Office Hours: M 4:40-5:40 pmT/R 11:20-12:20 pm

Lecture:Sec 1: M 1:50 — 4:30pm HRG 006Sec 2: M 6:00 — 8:40pm HRG 006

Required Textbook: Fundamentals of Futures & Options Markets, 7th Ed. by John C. Hull

(ISBN: 978 

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Homework Assignments: Homework is provided for your benefit. Homework will be comprised of problem sets, Spreadsheet assignments, and topic research. I will not accept late homework.

Group Project: There will be a project assignment for this course. The description for the projectwill be provided on Moodle. 

Make-up exams and late assignments:  Assignments must be submitted by the beginning of  class on the due date. To ensure that your assignment is submitted on time, you must provide the hard

copy; emailed assignments will not be accepted without prior arrangement with me. If we agree uponan email time, I will note the time of your email to ensure timely delivery of the assignment. You must

still submit the hard copy to me. There will be no make-up exams or assignments. I recommend thatevery effort be made on your behalf to take exams when scheduled, so please schedule your travelaccordingly.

POLICY ON ACADEMIC DISHONESTY 

Academic dishonesty is not tolerated and will result in a grade of “F”. It includes any form of cheating, plagiarism, falsification of records, collusion, or giving false information to any College official. Seethe College Bulletin for definition of terms, penalties and procedures for appealing dishonesty.

EVALUATION METHODS

Project 15%Homework 15%Exam 1 30% Final Exam 30%Attendance/Participation 10%

Total Points 100% 

"A" ---94% to 100%

"A-" --90% to 93%

"B+" --87% to 89%"B" ---84% to 86%

"B-" --80% to 83%

"C+" --77% to 79%

"C" ---74% to 76%"C-" --70% to 73%

"D+" --67% to 69%

"D" ---64% to 66%

"D-" --60% to 63%"F" ---59% or below

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Managerial Finance (ACFI 465) --- Tentative Course Outline

Week Remarks Topic Assignment

1

1/27-1/31

Introduction/Outline of Class Expectations

Ch. 1: Introduction

Read Chapter 1

2

2/3-2/7

Ch 2: Mechanics of Futures Mkts Read Chapter 2

3

2/10-2/14

Ch. 3: Hedging

Ch. 4: Interest Rates

Read Chapters 3

4

2/17-2/21

Ch. 4: Interest Rates

Ch. 5: Forward/Future Prices

Read Chapters 4 & 5

5

2/24-2/28

Ch. 6: Interest Rate Futures Read Chapter 6

6

3/3-3/7

Date TBD Exam 1

7

3/10-3/14

Spring Break Week

8

3/17-3/21

Ch. 9: Mechanics of Options Read Chapter 9

9

3/24-3/28

Ch. 10: Properties of Stock Options Read Chapter 10

10

3/31-4/4

Ch. 11: Trading Strategies Involving Options  Read Chapter 11

11

4/7-4/11

Ch. 12: Introduction to Binomial Trees Read Chapter 12

12

4/14-4/18

Ch. 14: Black-Scholes-Merton Model Read Chapter 14

134/21-4/25

Ch. 15: Employee Stock Options Read Chapter 15

14

4/28-5/2

Ch. 17: The Greek letters  Read Chapter 17

15

5/5-5/9

Date TBD Final Exam