Course in Options, Futures and Derivatives

Indian Institute of Management Calcutta
In Kolkata

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  • Kolkata
Description

Important information
Venues

Where and when

Starts Location
On request
Kolkata
INDIAN INSTITUTE OF MANAGEMENT CALCUTTA Diamond Harbour Road Joka, 700104, West Bengal, India
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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

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