Class Central is learner-supported. When you buy through links on our site, we may earn an affiliate commission.

NPTEL

Financial Derivatives and Risk Management

NPTEL and Indian Institute of Technology Roorkee via YouTube

Syllabus

Financial Derivatives And Risk Management.
Overview of Derivatives.
Forwards: Introduction & Pricing.
Forwards: Pricing & Arbitrage.
Forwards Pricing: Consumption Assets.
Futures: Introduction & Salient Features.
Futures: Margining & MTM.
Forwards & Futures Prices, Exposure.
Exposure & Risk.
Basics of Futures Hedging.
Futures Hedging: Nuances.
Futures Hedging: No of Contracts.
Futures Hedging: Examples.
Mean Variance Portfolio Theory.
Capital Asset Pricing Model.
Systematic & Unsystematic Risk.
Index Futures: Basic Theory.
Hedging with Index Futures.
Index Futures: Arbitrage, Examples.
Spot Interest Rates & YTM.
YTM, Other Yield Measures.
Interest Rate Risk.
Duration & Price Sensitivities, Immunization.
Interest Rate Futures: Salient Features.
T-Bill Futures: Applications.
T-Bill Futures: Hedging.
T-Bill Futures: Arbitrage; Eurodollar Futures.
Tailing the Hedge; Clean & Dirty Price.
US T-Bond Futures: Salient Features, Pricing.
US T-Bond Futures: Conversion Factor; Options.
Options: Basic Theory.
Options: Price Bounds, American Options.
American Options: Properties.
Basic Option Trading Strategies.
Option Strategies Contd.
Option Spread Strategies.
Stochastic Processes: Random Walk.
Stochastic Processes: Brownian Motion.
Stochastic Processes: Diffusion Equation.
Stochastic Processes: Central Limit Theorem, Stochastic Calculus.
Stochastic Calculus: Ito’s Equation.
Stock Price Distributions; Fokker Planck Equation & Solution.
Lognormal Distribution.
Option Pricing: Binomial Model, Risk Neutral Valuation.
Option Pricing: Binomial Model Contd.
mod10lec46.
mod10lec47.
mod10lec48.
mod10lec49.
mod10lec50.
mod11lec51.
mod11lec52.
mod11lec53.
mod11lec54.
mod11lec55.
mod12lec56.
mod12lec57.
mod12lec58.
mod12lec59.
mod12lec60.
Options: Put-Call Parity.

Taught by

IIT Roorkee July 2018

Related Courses

Reviews

Start your review of Financial Derivatives and Risk Management

Never Stop Learning!

Get personalized course recommendations, track subjects and courses with reminders, and more.

Sign up for free