Financial Derivatives: A Primer on Options & Futures
Course
In Jamshedpur
Description
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Type
Course
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Location
Jamshedpur
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Duration
4 Days
Financial derivatives - assets that derive their value from another underlying financial asset - are ubiquitous today. A few years back they were considered exotic. This changed perception itself is an indication of the important role that financial derivatives play in the economy today. In this introductory course on derivatives the focus will be on understanding the design, pricing and usage.
Facilities
Location
Start date
Start date
About this course
Analysts, traders, fund managers from corporate treasuries, banks, funds, brokerage houses. No prior familiarity with the subject is assumed.
Reviews
Course programme
Methodology
Lectures, exercises and talks by industry practitioners
Programme Contents
· Forwards, NDFs, FRAs
· Futures: Basis Risk, Cross Hedging, Cost of Carry Models
· Index Futures
· Option Pricing: Put-Call Parity, Binomial Option Pricing
· Black-Scholes Model
· Monte Carlo Simulation, Option Greeks
Financial Derivatives: A Primer on Options & Futures