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    Quick Facts

    Medium Of InstructionsMode Of LearningMode Of Delivery
    EnglishSelf StudyVideo and Text Based

    Courses and Certificate Fees

    Fees InformationsCertificate AvailabilityCertificate Providing Authority
    INR 1000yesIIT 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

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