Advanced Program on Derivatives
Basic Info : Course on Derivatives Level : Advance Commitment : 15 hours of study, 3 Days, 15 sessions of 1 hours Language : English How To Pass : Attend all sessions and complete all assignments to pass the course
What Will I Learn
At the end of this course you will:
- Gain an in-depth understanding of the various underlying markets on which key derivative instruments are based, and in which they are frequently used.
- Attain the skills to unravel the technical complexities of derivatives into actionable knowledge that can be immediately applied in your current role or assist your career progression.
- Be able to trade and break down complex strategies
SESSION 1 SESSION 2 SESSION 3 SESSION 4 SESSION 5 SESSION 6 SESSION 7 SESSION 8 SESSION 9 SESSION 10 SESSION 11 SESSION 12 SESSION 13 SESSION 14 SESSION 15
- Futures Product Specifications
- Open Interest
- Mark-to-Market Margining
- Time decay
- Hedge ineffectiveness
- Cash flow hedges using interest rate swaps
- Fair value hedges using options
- Eurodollar futures, FRA's and interest rate swap pricing
- Forward starting swaps
- Constant maturity swaps
- Amortizing and accreting swaps
- Overnight index swaps
- ISDA documentation
- Basis swaps
- Currency swaps
- Total return swaps
- Equity swaps
- Accrual swaps
- The Bankers Trust - Proctor & Gamble leveraged swap
- Credit risk arithmetic
- Single-name credit default swaps (CDS)
- ISDA credit definitions
- CDS market conventions
- The CDS - cash basis
- Par asset swaps
- Market asset swaps
- Asset swap spreads vs. CDS spreads
- Why swap rates?
- Speculating with interest rate swaps
- Managing portfolio risk with equity swaps
- Hedging credit risk
- Regulation and evolving market structure for swaps
- Option Terminology
- Contract Terms
- Payoff Profiles
- Asset price
- Strike price
- Time to expiration
- Interest rates
- Unlevered portfolio managers: Buy write, put write
- Speculators: Vertical spreads and earnings speculation
- Earnings announcements speculation
- The Greeks: Delta, Gamma, Theta, Vega, Rho and Psi
- Forecasting using Options and Futures: Put - Call Ratio;
- Volatility Forecasting Futures.
- Forecasting Strategies
- Open Interest - Volume and Price Patterns,
- Volatility Index
- Probability: essential concepts
- Normal and log-normal random variables
- Pricing models: Binomial and Black-Scholes-Merton
- Calendar spreads
- Yield curve spreads
- Volatility trading
- Find BTST /STBT trades
- Live trading session
- EOD study. And Q & A
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