BCOM306 Introduction to Derivatives GGSIPU B.COM 6th Sem Notes

Unit 1 Introduction to Forwards and Futures [Book]  
Forward Contracts Definition, Pricing, Valuation, Cost-of-Carry VIEW
Forward Contracts on Dividend Paying Stocks and Stock Indices VIEW
Equity Index Future Contracts VIEW
Futures Definition, Marking-to-Market, Margins, Leverage, Pricing of Index futures VIEW
Forward and Future Contracts on Commodities VIEW
Specification of Commodity Futures, Storage Cost, Lease Rate VIEW
Convenience Yield, Spot Price Prediction VIEW
Unit 2 Forward, Future and Option Contracts [Book]  
Forward and Futures Contracts on Currencies, Forward Exchange Rates, FX futures VIEW
Forward and Futures Contracts on Interest Rates, Forward rates, FRAS VIEW
Eurodollar Futures VIEW
Treasury Bond Futures VIEW
Hedging Interest Rate Risk VIEW
Options- Call and Put Options: Margins, Hedging with Options and Put-Call Parity Protective Puts, Collars VIEW
Synthetic Long/Short Positions: Conversions, Reversals VIEW
Box- Spread VIEW
Unit 3 Swaps [Book]  
Introduction to Swaps: Commodity, Total-Return, and FX Swaps VIEW
Defining Pricing, Using, and Valuing Swaps VIEW
Importance of OTC Swap Markets VIEW
Interest Rate and Currency Swaps VIEW
Converting a floating rate lean into a fixed rate loan: 1- and 2-leg pricing VIEW
Unit 4 [Book]  
Derivative Trading, Weather, Energy and Insurance derivatives VIEW
Trading of Options in India, Clearing and Settlements VIEW
Regulations for Derivatives Trading VIEW
Role of SEBI in regulating derivatives trading VIEW

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