Regulatory reforms across the world are gradually being introduced to reduce trade impediments between nations and usher in free market based pricing. Cross border investments through direct/portfolio routes are also being enticed as a medium for funding of growth and developmental activities. In addition, the governments of developing nations continue to pursue their strategy of partial privatization of the frontier sectors in an attempt to raise revenues for the exchequer as well as reduce operational losses with increased efficiency. Under these stimuli, scientific risk management by the investor fraternity becomes of cardinal necessity for generating competitive returns and surviving in the marketplace. Derivatives have proven to be immensely useful in the management of financial risk. Their vitality can be gauged from the exponential growth in trading volumes as well as the advent of new structured products literally on a day to day basis. Derivatives in petroleum and natural gas industries in the United States are, now, well entrenched, and they are being extensively used in the electricity industry as well.

Course Timeline:
1.0 Overview of Derivatives
2.0 Forwards Introduction & Pricing
3.0 Forwards Pricing & Arbitrage
4.0 Forwards Pricing Consumption Assets
5 Futures Introduction & Salient Features
6.0 Futures Margining & MTM
7.0 Forwards & Futures Prices, Exposure
8.0 Exposure & Risk
9.0 Basics of Futures Hedging
10.0 Futures Hedging Nuances
11.0 Futures Hedging No of Contracts
12.0 Futures Hedging Examples
13.0 Mean Variance Portfolio Theory
14.0 Capital Asset Pricing Model
15.0 Systematic & Unsystematic Risk
16.0 Index Futures Basic Theory
17.0 Hedging with Index Futures
18.0 Index Futures Arbitrage, Examples
19.0 Spot Interest Rates & YTM
20.0 YTM, Other Yield Measures
21.0 Interest Rate Risk
22.0 Duration & Price Sensitivities, Immunization
23.0 Interest Rate Futures Salient Features
24.0 - T Bill Futures Applications
25.0 - T Bill Futures Hedging
26.0 T Bill Futures Arbitrage; Eurodollar Futures
27.0 Tailing the Hedge; Clean & Dirty Price
28.0 US T Bond Futures Salient Features, Pricing
29.0 US T Bond Futures Conversion Factor; Options
30.0 Options Basic Theory
31.0 Options Put Call Parity
32.0 Options Price Bounds, American Options
33.0 American Options Properties
34.0 Basic Option Trading Strategies
35.0 Option Strategies Contd
36.0 Option Spread Strategies
37.0 Stochastic Processes Random Walk
38.0 Stochastic Processes Brownian Motion
39.0 Stochastic Processes Diffusion Equation
40.0 Stochastic Processes Central Limit Theorem, Stochastic Calculus

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