Course in Options, Futures and Derivatives
Course
In Kolkata
Price on request
Description
-
Type
Course
-
Location
Kolkata
Facilities
Location
Start date
Kolkata
(West Bengal)
See map
INDIAN INSTITUTE OF MANAGEMENT CALCUTTA Diamond Harbour Road Joka, 700104
Start date
On request
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Course programme
Here goes the call to all the number crunchers, all those wall street
wannabes. When you talk finance, to put it simply, IIM Calcutta just
cannot be excelled. The different courses take you through the ins and
outs of audits and accounts. We make you value your assets, help you
minimize the costs and plan the fund flow. At the end of the journey a
company balance sheet would be worth a thousand words. An enabled
corporate citizen you shall evaluate stocks, play around with the ratios
and thus select your own cocktail of equity and debt instruments. As an
empowered manager you shall acquire the power to turn-around any company.
Term IV
Course Objective:
To acquaint students with derivative securities, markets, pricing of derivative instruments, risk measurement and management.
Course Outline:
(1) Introduction to Derivatives
(2) Futures Markets
(3) Pricing of Forwards & Futures
(4) Interest rate Futures
(5) Swaps
(6) Option Markets
(7) Properties of Option Prices
(8) Trading Strategies involving options
(9) Binomial Pricing
(10) Model of Stock Prices
(11) Black - Scholes Option Pricing Model
(12) Options on Stock Index, Currencies and Futures
(13) Management of Market Risk
(14) Value at Risk
(15) Exotic Options
Evaluation:
(1) Quiz - 30%
(2) End term examination - 70%
Reading List:
(1) Options, Futures & Other Derivatives - John C. Hill
(2) Derivative Securities - Jarrow & Turn bull
(3) Futures & Options - Edwards & Maa
(4) Financial Derivatives - Kolb
(5) Financial Derivatives - Redhead
(6) An Introduction to Derivatives - Chance
(7) Introduction to Mathematical Finance - Pliska
Term IV
Course Objective:
To acquaint students with derivative securities, markets, pricing of derivative instruments, risk measurement and management.
Course Outline:
(1) Introduction to Derivatives
(2) Futures Markets
(3) Pricing of Forwards & Futures
(4) Interest rate Futures
(5) Swaps
(6) Option Markets
(7) Properties of Option Prices
(8) Trading Strategies involving options
(9) Binomial Pricing
(10) Model of Stock Prices
(11) Black - Scholes Option Pricing Model
(12) Options on Stock Index, Currencies and Futures
(13) Management of Market Risk
(14) Value at Risk
(15) Exotic Options
Evaluation:
(1) Quiz - 30%
(2) End term examination - 70%
Reading List:
(1) Options, Futures & Other Derivatives - John C. Hill
(2) Derivative Securities - Jarrow & Turn bull
(3) Futures & Options - Edwards & Maa
(4) Financial Derivatives - Kolb
(5) Financial Derivatives - Redhead
(6) An Introduction to Derivatives - Chance
(7) Introduction to Mathematical Finance - Pliska
Course in Options, Futures and Derivatives
Price on request