FRE 501

Weekly Schedule

Week Monday Class Tues-Wed Tasks Wednesday Class Thurs-Sun Tasks Assignment
Sept, Week 1
2 – 8
Course overview
Module 1.A
quiz prep 1 – 6
Assignment 1
questions 1 – 3
Sept, Week 2
9 – 15
Lecture
Module 1.A
quiz prep 7 – 12
Quiz Review
Quiz Mod 1.A (1-12)
 
Module 1.B
quiz prep 1 – 6
Assignment 1
questions 4 – 5
Sept, Week 3
16 – 22
Lecture
Module 1.B
quiz prep 7 – 12
Lecture
Module 1.B
quiz prep 13 – 18
Assignment 1
questions 6 – 7
Sept, Week 4
23 – 29
Quiz Review
Quiz Mod 1.B (1-18)
Module 1.C
quiz prep 1 – 6
Lecture
Assign. 1 due 11:59 pm
Module 1.C
quiz prep 7 – 12
Assignment 2
questions 1 – 2
Oct, Week 1
Sept 30 – 6
Lecture
Module 1.C
quiz prep 13 – 18
Quiz Review
Quiz Mod 1.C (1 – 18)
Module 1.D
quiz prep 1 – 6
Assignment 2
questions 3 – 4
Oct, Week 2
7 – 13
No Class

Thanksgiving

Module 1.D
quiz prep 7 – 12
Lecture
Module 1.D
quiz prep 13 – 18
Assignment 2
questions 5 – 6
Oct, Week 3
14 – 20
Quiz Mod 1.D     Assign. 2 due 11:59 pm
Prepare for
midterm exam
Midterm Exam

90 minutes

Module 2
quiz prep 1 – 6
Assignment 3
questions 1 – 2
Oct, Week 4
21 – 27
Lecture
Module 2
quiz prep 7 – 12
Lecture
Module 2
quiz prep 13 – 18
Assignment 3
questions 3 – 4
Oct, Week 5
28 – Nov 3
Lecture
Quiz Review
Quiz Mod 2 (1 – 18)
Assign 3 due 11:59 pm on Nov 3rd
Nov, Week 1
4 – Nov 10
Lecture Mod 3
Lecture Mod 3
 
Assignment 4
Nov, Week 2
11 – Nov 17
No class
Remembrance Day
Lecture Mod 3
Assignment 4
Nov, Week 3
18 – Nov 24
Lecture Mod 3
Lecture Mod 3
Assignment 4
Nov, Week 4
25 – Dec 1
Lecture Mod 3
Final Exam Review
Assign 4 due 11:59 pm on date TBD

 

Description of Topics

Module 1: Commodity Futures Markets

Section A: Commodity Futures Overview

(i) What is a commodity futures market?

(ii) Futures versus Forward Contract

(iii) Margin and Marking to Market

Section B: Pricing Relationships

(i) Price Discovery

(ii) Storage Dynamics and Seaonality

(iii) Simulation Model

Section C: Relationship between Spot and Futures Prices

(i) Theoretical Concepts

(ii) Modeling Assumptions

(iii) Simulation Results

Section D: Hedging with Commodity Futures

(i) Introduction

(ii) Price Risk Case Study

                   (iii) Hedging Mechanics

(iv) Expected Profits from the Hedge

Module 2: Options on Commodity Futures

(i) Call and Put Options Defined; Payoff Diagrams

(ii) Pricing Options with Binomial Model

(iii) Pricing Options with Black – Scholes Model

Module 3: Trade Data Analytics

Section A: Topics in Progress

(i) xxx

(ii) xxx

(iii) xxx

Section B: Topics in Progress

(i) xxx

(ii) xxx

(iii) xxx

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