Advanced Programme on Derivatives

By the end of the course, the applicants shall be equipped with considerate pay-offs with a variety of derivative positions in the market. Understand derivative data to make some analogy of wide-ranging investor observation. Relate Financial products to funds environment as well as comprehend well as some complex derivative products. Advanced Programme on Financial products characteristically covers Futures in addition to Options. It commences with a swift direction of the fundamentals as well as proceeds to replicated approaches as well as real capital products on impulsiveness. The attempt is to give the participants an insight into the market fundamentals in addition to arranging him with the knowledge to price his derivative securities. Moreover the course will cover up-to-the-minute fields that play a significant role in the finance world, such as emerging markets, current global economic issues, financial entrepreneurship, arbitrage strategies as well as how to invest in markets. The master will also deliver you with the realistic applied knowledge you will need to succeed as a financier, including financial modeling, presentation skills, ethical dilemmas or negotiation. The course is intended for Broker, Sub- Broker, Dealer, Trader, Financial products Research as well as Sales Team, Foreign Institutional Investors, Financial Institutions, Fund Managers, Corporate, Equity Analyst, Practicing Professionals, High Net worth Investors, Bankers.PROGRAMME CONTENTSModule - 1 Basics: Futures Product Specifications, Open Interest, Mark-to-Market, Margining Other Financial products: Interest Rate Futures, Swaps, as well as FRAs Options: Option Basics: Concept, Time Decay; Strike prices Basic Put-Call strategies Strategy: Futures: Stock as well as Index Futures, Basket - Pair Trading, Basis Trading Synthetics: Synthetic Call as well as Put strategies, Synthetic Futures Strategies Strategy: Spread Strategies; Exotic Strategies; Covered Call StrategiesModule - 2 Pricing: Futures Pricing: Cost of Carry, Expectation Hypothesis, Fair Value Pricing, Option Pricing: How to leverage it for Financial products trading, Put-Call Parity, American as well as European Options Pricing, Dividend as well as non-Dividend Paying Stocks Arbitrage as well as Hedging: Futures - Futures as well as Cash - Futures; Options Arbitrage Hedging: Types of Risk: Basis Risk, Systematic as well as Unsystematic Risk Utilities of a Hedge for Mutual Funds Cross Hedging; Protective Put, Fencing Strategies, Portfolio Hedging Strategies, Tailing the Hedge - Case - Live Portfolio Strategy - Greeks: Delta Neutral strategies, Delta - Gamma neutrality, Delta v/s Time; Delta v/s Volatility; Gamma v/s Time as well as Volatility, Vega, Theta as well as Rho; Volatility Trading Strategies. Forecasting using Options as well as Future