MS216 Financial Derivatives

Unit 1 [Book]
Financial Derivatives	VIEW
Introduction, Past and Present	VIEW
Concept, Purpose	VIEW
Types of Financial Derivative Instruments: Forwards	VIEW
Types of Financial Derivative Instruments: Futures	VIEW
Types of Financial Derivative Instruments: Options	VIEW
Types of Financial Derivative Instruments: Swaps	VIEW
Weather Derivatives	VIEW
Energy Derivatives	VIEW
Insurance Derivatives	VIEW
Hedgers, Arbitrageurs and Speculators	VIEW
Difference between Exchange Traded and OTC Derivatives	VIEW

Unit 2 [Book]
Financial Forward Contracts		VIEW
Concepts and Characteristics Financial Forward Contracts		VIEW
Types of Financial Forward Contracts		VIEW
Equity Forward, Currency Forward		VIEW
Bond and Interest Rate Forward		VIEW
Forward Rate Agreements		VIEW
Financial Future Contracts:
Concepts and Characteristics, Types of Financial Future Contracts- Stock Future, Index Future, Currency Future, Interest Rate Future and Commodity Future		VIEW
Future Market Trading and Mechanism		VIEW
Future Pricing: Theories, Cost of Carry Model		VIEW
Valuation of Individual Contracts		VIEW
Hedging Strategies		VIEW
	VIEW	VIEW

Unit 3 [Book]
Financial Options Concept, Characteristics	VIEW
Stock Option, Index Option, Currency Options, Commodity Options	VIEW
Option on Futures, Interest Rate Options	VIEW
Option Pricing Models:
The Black-Scholes Option Pricing Model	VIEW
Binomial Option Pricing Model, Trading with Option	VIEW
Types: Bermuda Option, Forward Start Option, Barrier Option	VIEW
Chooser Option, Compound Option, Basket Option	VIEW
Binary Option, Look Back Option, Asian Option	VIEW

Unit 4 [Book]
Option Strategies:
Straddle, Strangle, Spreads	VIEW
Option Greeks: Delta, Gamma, Theta, Vega, Rho	VIEW
Exotic Option	VIEW
Swaps Concept, Characteristics and Types	VIEW
Regulation of Financial Derivatives in India	VIEW
Securities and Contracts (Regulation) Act 2013	VIEW
Guidelines of SEBI and RBI	VIEW