Basic program on Derivatives

Regular price Rs.11,800.00


 Basic Info : Course on Derivatives
Level : Beginner
Commitment  : 14 hours of study, 2 Days, 7 sessions of 2 hours
Language : English
How To Pass : Attend all sessions and complete all assignments to pass the course

What Will I Learn

At the end of this course you will:

  • Understand Derivatives trading
  • Learn to trade futures and options
  • Learn strategies for derivatives investment

Curriculum

  • Standardized versus customized contracts
  • Margin & daily settlement
  • Clearing firms
  • End users & producers
  • Speculators & arbitrageurs
  • How market participants use futures

  • Forward rate agreements (FRA's)
  • Value of a basis point in FRA's
  • Eurodollar futures
  • Value of a basis point in ED Futures
  • FRA’s vs. ED Futures

  • Treasury bond futures
  • Basket deliverable futures
  • Conversion factors
  • Cheapest-to-Deliver

  • Fair value and cash flow hedges
  • Basis and hedge ineffectiveness

  • Swaps as portfolios of forward contracts
  • Example: Commodity swaps
  • Physical vs. cash settlement
  • Market value of a swap

  • Essential fixed income arithmetic
  • Value of a floating rate note
  • Par coupon rates
  • Vanilla interest rate swaps
  • Swap curves (term structures) and spreads

  • Types of Risks
  • Risk identification and measurement
  • Separation of trading, settlement
  • Internal control structure and Management Information System
  • Methods of risk control (Position limits, VAR, Margins, Operating Procedures and systems etc.)

 

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