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Derivative Markets Course Overview

The document outlines a postgraduate course on Derivative Markets, comprising 3 credits at level 5, aimed at providing an in-depth understanding of financial derivatives, their concepts, structures, and trading strategies. It includes a detailed course outline covering various topics such as futures, options, and hedging strategies, along with recommended textbooks for further reading. Pedagogy includes simulation techniques, problem-solving, case studies, and assignments based on industry data.

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lalwaniashok.25
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53 views3 pages

Derivative Markets Course Overview

The document outlines a postgraduate course on Derivative Markets, comprising 3 credits at level 5, aimed at providing an in-depth understanding of financial derivatives, their concepts, structures, and trading strategies. It includes a detailed course outline covering various topics such as futures, options, and hedging strategies, along with recommended textbooks for further reading. Pedagogy includes simulation techniques, problem-solving, case studies, and assignments based on industry data.

Uploaded by

lalwaniashok.25
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Sub Committee for Curriculum Development

Marketing &
Banking & Finance Specialization
Post Graduate

Course Name: Derivative Markets

Number of Credits: 3 Credits

Level: 5

Learning Objective(s):
1. To understand concepts of Derivatives
2. To providing an in-depth understanding of financial derivatives in terms of concepts,
structure, instruments and trading strategies for profit and risk management.

Pedagogy:
1. Simulation techniques for encountering real life situations
2. Problem solving
3. Case Studies
4. Presentations and Computer / Industry and Capital Market data based Assignments

Pre-learning:

Economics
Quantitative Techniques
Financial Management
Financial Markets & Services

Course Outline

A.Y.2019-20
Derivatives Market Hrs
1 Introduction to Derivatives 2
Fundamentals of Futures & Forwards, Future contracts, Clearing House,
2 3
Daily Settlement & Margins
3 Orders & Exchanges 3
4 Equity Shares & Stock Market Indices 3

5 Valuation of Forwards & Futures 3


6 Hedging & Speculation 3

7 Foreign Exchange Forwards & Futures 3

8 Stock & Stock Index Futures 3

9 Fundamentals of Options, 2

10 Arbitrage Restrictions 2

11 Option Strategies & Profit Diagrams 3


12 Valuation of Options 2
Options on Stock Indices, Foreign Currencies; Futures Contracts &
13 2
Volatility Indices
Exotic Options, European Digital Option, Pay later Option, Compound
14 2
Option
15 Fundamentals of Currency Swaps 3

16 Credit Derivatives 2
The Binomial Model, Lognormal Distribution, Stochastic differential
17 equation representation, Pricing Model, Single period example, Multi 2
period example
18 The Black- Scholes Model, Interest rates, Ito’s lemma 2

Total 45

A.Y.2019-20
Books Recommended

1. John.C.Hull , (2005) “Options, Futures and other Derivatives”, Prentice Hall, New York
2. Sayajeet Das (2011), “Swaps and Financial Derivatives: Products, Pricing,
Applications and Risk Management (4 Volume Set), Wiley Publications
3. Raiyani, Jagadish R (2011), “Financial Derivatives in India” , New Century
Publications
4. Dhanesh Kumar Khatri (2011), “Derivatives and Risk Management” Macmillan
Publishers India
5. Philip James Hunt, (1998), “Financial Derivatives in Theory & Practice”,
Pennsylvania,
6. S.L.Gupta, Financial Derivatives, Prentice Hall
7. McDonald, “Derivatives Markets”, Pearson publications
8. Robert Kolb, “Futures, Options and Swaps” Blackwell Publications

A.Y.2019-20

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