This page provides a link to the material for "Introduction to Derivative Securities" (BUS 316).

Click here for BUS 316 Course Outline
Click here for a course syllabus
Click here for outline of the trading game
Click here for assignment questions.
Click here for Math Pretest
Click here for guide to using Chance
Click here for the Notes on the Binomial (Corrected)
Click here for the sample final
Click here for Cumulative Normal Table

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Useful Web Resources

Click here for BUS 316 webpage for Chrisophe Perignon
Links to Derivative Security Sites
Links to Futures and Options Exchanges See Chistophe's page for some less common sites.

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Some Additional Reading Material

Click here for Chapter 9 from "Early History of Financial Economics Chapter is titled "Development of Derviative Securities".

Here are some interesting magazine or journal articles to ponder:

Value at Risk A summary on the Value at Risk methodology from Financial Analysts Journal, Mar/Apr 2000.
Tails, Turtles and Stereos My article from the Journal of Derivatives, Winter 1997. Please note there are a number of typos in this article which need to be correct. The corrections can be found here
Warren Buffett on the Stock Market from Fortune Dec 10/01.
Can You Derive Market Volatility Forecasts from the Observed Yield Curve Convexity Bias? from the Journal of Fixed Income (1997).

Those wanting .pdf files of the chapters used in BUS 316 can download here. These files are not a complete copy of the book. Here is the copy of chapter 9 that is not included in the above .zip file. Click here for chapter 9