Options, Futures & Swaps

Xavier Institute of Management
Bhubaneswar, India

Course Format: Classroom | E-learning | Virtual Class | Online | On-site | Blended | Self-paced

Course Description:

'' This course introduces the students to the basic derivatives : forward, future, options and swaps. It focuses on valuation of such instruments/contracts and show how they can be used for hedging and risk-management as well as for scpeculation.

Syllabus
1. Introduction to foward, futures, swap, option; Normal versus inverted market 2. Compounding, short shelling, repo rate; Determination of forward price; Forward versus futures price 3. Futures on index, currency and commodity;Futures price versus expected future spot price. 4. Short Hedges and long hedges; Basis Risk; Minimum variance hedge ratio. 5. Hedging using index futures; Rolling the hedge forward; Spot and forward interest rates; Zero-coupon yeild-curve. 6. FRA : Forward Rate Agreement; Treasury and Eurodollar futures; Duration and duration-based hedging. 7. Interest-rate swap and its valuation; Currency swap and its valuation. 8. Other Swaps 9. Types of Options; Commissions and margins on option trading. 10. Warrants, Convertibles, OTC Options, Exotics. 11. Factors affecting the option price, Bounds for options prices, Early exercise of options; Put-Call Parity : European and American Options. 12. Trading Strategies involving options. 13. Binomial Model; Risk-neutral valuation; Two-step bimomial trees. 14, Delta; Black-Scholes Model : estimating volatility; B-S Model with dividends. 15. Index and currency options 16. Options on futures and Real Options 17. Delta, Delta-hedging 18. The other Greeks and Portfolio insurance 19. VAR : Value At Risk 20. Interest-rate options : Black"s Model and all that

...''

Phone:91.674.3012345

School Address:

Xavier Institute of Management,
Xavier Square, Bhubaneswar - 751 013, India


Jobs & Resumes: Bhubaneswar
Houses & Roommates: Bhubaneswar

Human Resources Management
Decision Sciences and Operations Management
Economics
Postgraduate Diploma in Management
Executive Postgraduate Diploma in Management
Postgraduate Diploma in Rural Management
Postgraduate Certificate in Business Management
Global Trading System
Cost & Management Accounting
Mergers & Acquisitions
Working Capital Management
Commercial Banking
Security Analysis & Portfolio Management
Project Appraisal
Fixed Income Securities Management
Strategic Management Accounting
International Finance
Corporate Tax Planning
Financial Accounting

Notice: The course description on this page was captured from the Internet as historical reference or submitted by visitors. It was archived statically and not updated from day to day.
 

Tips: Want to find a place to stay close to the school? Or homestay in a different country? Try the house rental message board where you can search for roommates and post shared rooms or apartments for rent.