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This document outlines the topics that will be covered in a course on derivatives markets. The course will introduce participants to commodities and derivatives markets, different types of derivative instruments like futures, forwards, options and swaps. It will cover concepts related to these instruments including pricing models and hedging strategies. The course will also discuss index futures features, settlement processes, accounting treatment and numerical calculations. Additional units will cover option pricing models, risk management techniques like VaR and the regulatory framework for derivatives in India.

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166 views2 pages

Tuba PDF

This document outlines the topics that will be covered in a course on derivatives markets. The course will introduce participants to commodities and derivatives markets, different types of derivative instruments like futures, forwards, options and swaps. It will cover concepts related to these instruments including pricing models and hedging strategies. The course will also discuss index futures features, settlement processes, accounting treatment and numerical calculations. Additional units will cover option pricing models, risk management techniques like VaR and the regulatory framework for derivatives in India.

Uploaded by

tuba
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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1.

Who are the participants of commodities and derivatives markets

2.

What are the advantages of investing in commodities

3.

What are the types of derivative instruments

4.

What are the features and importance of derivatives

5.

Futures vs forwards vs options

6.

OTC vs ETC

7.

Explain the FRA arrangement

8.

What are swaps and what are the types of swaps

9.

What are the factors driving the growth of derivatives markets

Unit 2
1.

What are index futures and what are features of the same

2.

Concepts:- cost of carry, basis, open interest, initial margin, maintenance margin, cash vs physical settlement, SPAN,
limit order, market if touched order, long hedge, short hedge, cross hedge, cash and carry, perfect and imperfect
hedge

3.

How are futures settled

4.

Hedging strategies with futures

5.

What are the uses of futures

6.

How are futures accounted for

7.

Numerical on payoff and options, cash and carry arbitrage

Unit 3

1.

Concepts on strike price, moneyless of options, pricing axioms, delta, theta, gama, rho, American and European
option,

2.

Why do we buy an option call or put

3.

What are the pricing models for option contracts

4.

How do we hedge with options

5.

Trading strategies with options

Unit 4
1.

What are the types of risk in derivatives

2.

Explain VaR and how is it calculated

3.

Explain the regulatory framework for derivatives in India

4.

Role of SEBI in ensuring investor protection for derivatives

5.

What are the types of orders and how can they be settled.

Text books recommended


1.

Rishabh Publications:- Govind Sowani

2.

Himalaya publications:- Pawan Jhabak

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