What you will learn in this course
Module 1: Introduction to Derivatives
Definition and types of derivative instruments
Market participants and their roles
Evolution and growth of derivative markets
Market participants and their roles
Evolution and growth of derivative markets
Module 2: Forwards
Understanding forward contracts
Features and characteristics of forward contracts
Pricing and valuation of forward contracts
Forward rate agreements (FRAs)
Applications of forwards in hedging and speculation
Features and characteristics of forward contracts
Pricing and valuation of forward contracts
Forward rate agreements (FRAs)
Applications of forwards in hedging and speculation
Module 3: Futures Contracts
Mechanism of futures contracts
Margin requirements and leverage
Pricing and valuation of futures
Hedging strategies using futures
Margin requirements and leverage
Pricing and valuation of futures
Hedging strategies using futures
Module 4: Options Contracts
Basics of options contracts
Call and put options
Option terminology: strike price, expiration date, premium
Option pricing models: Black-Scholes model, Binomial model
Option trading strategies: buying calls/puts, covered calls, spreads
Option Greeks: Delta, Gamma, Theta, Vega, and Rho
Option valuation and risk management
Option strategies and combinations
Implied volatility
Call and put options
Option terminology: strike price, expiration date, premium
Option pricing models: Black-Scholes model, Binomial model
Option trading strategies: buying calls/puts, covered calls, spreads
Option Greeks: Delta, Gamma, Theta, Vega, and Rho
Option valuation and risk management
Option strategies and combinations
Implied volatility
Module 5: Trading Strategies
Spread trading: calendar spreads, inter-commodity spreads
Arbitrage strategies: cash and carry arbitrage, conversion and reversal arbitrage
Speculative strategies: long and short straddles, strangles, butterflies
Covered call and protective put strategies
Synthetic positions using futures and options
Hedging strategies using futures and options
Delta hedging and gamma hedging
Volatility trading and hedging
Risk management techniques for options portfolios
Portfolio insurance using options
Arbitrage strategies: cash and carry arbitrage, conversion and reversal arbitrage
Speculative strategies: long and short straddles, strangles, butterflies
Covered call and protective put strategies
Synthetic positions using futures and options
Hedging strategies using futures and options
Delta hedging and gamma hedging
Volatility trading and hedging
Risk management techniques for options portfolios
Portfolio insurance using options
Module 6: Derivatives and Risk Management
Hedging techniques and strategies
Risk management using derivatives
Portfolio optimization and diversification
Value at Risk (VaR) and other risk measurement tools
Risk management using derivatives
Portfolio optimization and diversification
Value at Risk (VaR) and other risk measurement tools
Module 7: Trading and Execution of Derivatives
Trading platforms and exchanges
Order types and execution strategies
Market liquidity and impact of trades
Algorithmic and high-frequency trading
Order types and execution strategies
Market liquidity and impact of trades
Algorithmic and high-frequency trading
Module 8: Regulatory Framework
Derivatives regulations and compliance
Market manipulation and insider trading
Real-world examples
Market manipulation and insider trading
Real-world examples
Module 9: Advanced Topics
Exotic options
Volatility derivatives: VIX futures and options
Trading futures and options on different asset classes: equities, currencies, commodities, interest rates
Algorithmic trading and high-frequency trading in derivatives markets
Derivatives strategies for portfolio diversification
Volatility derivatives: VIX futures and options
Trading futures and options on different asset classes: equities, currencies, commodities, interest rates
Algorithmic trading and high-frequency trading in derivatives markets
Derivatives strategies for portfolio diversification
