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Financial Derivatives and Risk Management
Online
12 Weeks
Free Quick Facts
| Medium Of Instructions | Mode Of Learning | Mode Of Delivery |
|---|---|---|
| English | Self Study | Video and Text Based |
Courses and Certificate Fees
| Fees Informations | Certificate Availability | Certificate Providing Authority |
|---|---|---|
| INR 1000 | yes | IIT Roorkee |
The Syllabus
Overview of Derivatives; Forwards
- Introduction & Pricing, Arbitrage, Forwards Pricing on Consumption Assets; Futures: Introduction & Salient Features.
Futures
- Margining & MTM, Forwards & Futures Prices, Exposure & Risk, Basics of Futures Hedging, Nuances in Futures Hedging.
- Further Aspects of Futures Hedging; Basics of Mean-Variance Portfolio Theory & CAPM; Systematic & Unsystematic Risk.
Index Futures
- Features, Hedging & Arbitrage; Basics of Interest Rates, YTM & Other Yield Measures.
- Interest Rate Risk & Its Measurement; Interest Rate Futures: Features of IRFs, Hedging of Interest Rate Risk.
- T-Bill & Eurodollar Futures, T-Bond Futures; Tailing the Hedge; Basic Theory of Options.
Options
- Price Bounds, Put-Call Parity; American Options; Trading Strategies.
Option Spread Strategies; Stochastic Processes
- Basic Theory, Brownian Motion, Diffusion Equation, Central Limit Theorem.
- Ito’s Equation; Stock Price Distribution, Fokker Planck Equation; Option Pricing: Binomial Model.
- Girsanov Theorem; Black Scholes Model; Option Greeks.
Option Greeks
- Further Properties, Role in Trading; FRAs & Swaps.
- Valuation of Swaps; Value at Risk.
Instructors
Articles
7 Sep'25, 06:18 PM
4 Apr'25, 11:45 AM
20 Mar'25, 12:08 PM
20 Mar'25, 06:34 AM
6 Mar'25, 10:50 AM
2 Sep'24, 11:13 AM
7 Sep'23, 03:09 PM
7 Nov'22, 11:48 AM
8 Oct'22, 05:02 AM
7 Sep'25, 06:18 PM
4 Apr'25, 11:45 AM
20 Mar'25, 12:08 PM
20 Mar'25, 06:34 AM
6 Mar'25, 10:50 AM
2 Sep'24, 11:13 AM
7 Sep'23, 03:09 PM
7 Nov'22, 11:48 AM
8 Oct'22, 05:02 AM