Financial Derivatives: A Primer on Options & Futures

XLRI School of Business and Human Resources
In Jamshedpur

Rs 28,000
+ VAT
You can also call the Study Centre
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Important information

  • Course
  • Jamshedpur
  • Duration:
    4 Days
Description

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.

Important information
Venues

Where and when

Starts Location
On request
Jamshedpur
XLRI Circuit House Area (East), 831035, Jharkhand, India
See map

Frequent Asked Questions

· Requirements

Analysts, traders, fund managers from corporate treasuries, banks, funds, brokerage houses. No prior familiarity with the subject is assumed.

Course programme

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 of derivatives in general and futures and options in particular. We will also look at the characteristics of the markets in which these instruments trade and the nature of the players in the market.

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