Advanced Program on Derivatives
SKU: BF45E715A33
Rs. 13630 Rs. 13630 ( % Off )
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  • Advanced Program on Derivatives

Classroom Course

 

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

Curriculum

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
  • Break-evens
  • Asset price
  • Strike price
  • Time to expiration
  • Interest rates
  • Dividends
  • Volatility
  • 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
 

Includes

Interactive Sessions

Session-specific Assignments

Certificate from BSE Institute Ltd.

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Each session is interactive and informative, featuring Case Studies quizzes and projects.

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