11 Sections
62 Lessons
52 Weeks
Expand all sections
Collapse all sections
CHAPTER 1: OVERVIEW OF DERIVATIVE MARKETS AND INSTRUMENTS
6
1.1
1.1 Introduction
1.2
1.2 Players in the Derivative Markets
1.3
1.3 Types of Derivative Markets
1.4
1.4 Regulation of Derivative Markets
1.5
1.5 Derivative Instruments
1.6
Past Examinations Questions on Chapter 1
0 Questions
CHAPTER 2: MECHANICS OF FORWARD CONTRACTS
3
2.1
2.1 Types of Forward Contracts
2.2
2.2 Pricing and Valuation of Forward Contracts
30 Minutes
2.3
Past Examinations Questions on Chapter 2
0 Questions
CHAPTER 3: MECHANICS OF FUTURES CONTRACTS
4
3.1
3.1 Types of Futures Contracts
30 Minutes
3.2
3.2 Trading in the Futures Contracts
3.3
3.3 Pricing and Valuation Futures Contracts
3.4
Past Examinations Questions on Chapter 3
0 Questions
CHAPTER 4: RISK MANAGEMENT STRATEGIES USING FUTURES AND FORWARDS
6
4.1
4.1 Basic Principles
4.2
4.2 Arguments For and Against Hedging
4.3
4.3 Hedging Strategies
4.4
4.4 Computing the Futures Position
4.5
4.5 Spread Strategies with Financial Futures
4.6
Past Examinations Questions on Chapter 4
0 Questions
CHAPTER 5: THE SWAPS MARKET
8
5.1
5.1 Introduction
5.2
5.2 Characteristics of the Swaps Market
5.3
5.3 Swap Dealers
5.4
5.4 Motivations for Swaps
5.5
5.5 Types of Swaps
5.6
5.6 Mechanics of Swaps
5.7
5.7 Valuation of Swaps
5.8
Past Examinations Questions on Chapter 5
0 Questions
CHAPTER 6: RISK MANAGEMENT WITH SWAPS
9
6.1
6.1 Interest Rate Risk with Interest Rate Swaps
6.2
6.2 Equity Risk with Equity Swaps
6.3
6.3 Foreign Exchange Risk with Currency Swaps
6.4
6.4 Credit Risk with Credit Swaps
6.5
6.5 Commodity Price Risk Using the Commodity Swaps
6.6
6.6 Sophisticated Swap Structures
6.7
6.7 Managing Seasonal Financing Requirements with Seasonal Swaps
6.8
6.8 Swaptions
6.9
Past Examinations Questions on Chapter 6
0 Questions
CHAPTER 7: OPTIONS MARKETS
9
7.1
7.1 Trading in the Options Market
7.2
7.2 Put-Call Parity
7.3
7.3 Options Valuation
7.4
7.4 Options on Stock Indices
7.5
7.5 Early Exercise
7.6
7.6 Options on Currencies
7.7
7.7 Option-Based Interest Rate Instruments and Techniques
7.8
7.8 Option Strategies
7.9
Past Examinations Questions on Chapter 7
0 Questions
CHAPTER 8: FUTURES OPTIONS
6
8.1
8.1 Nature of Futures Options
8.2
8.2 Bounds for Futures Options
8.3
8.3 Valuation of Futures Options Using Binomial Trees
8.4
8.4 Futures Price as a Stock Paying Continuous Dividend Yield
8.5
8.5 Comparison of Futures Options and Spot Options Prices
8.6
Past Examinations Questions on Chapter 8
0 Questions
CHAPTER 9: OPTION GREEKS
13
9.1
9.1 Introduction
9.2
9.2 Naked and Covered Positions
9.3
9.3 Stop-Loss Strategy
9.4
9.4 Theta
9.5
9.5 Gamma
9.6
9.6 Relationship between delta, theta and gamma
9.7
9.7 Vega
9.8
9.8 Rho
9.9
9.9 Hedging using the Greeks – Scenario analysis – Portfolio insurance
9.10
9.10 Hedging using the Greeks
9.11
9.11 Scenario analysis
9.12
9.12 Portfolio insurance
9.13
Past Examinations Questions on Chapter 9
0 Questions
CHAPTER 10: RISK MANAGEMENT WITH OPTIONS CONTRACTS
4
10.1
10.1 Introduction
10.2
10.2 Options Strategies for Equity Portfolio
10.3
10.3 Interest Rate Option Strategies
10.4
Past Examinations Questions on Chapter 10
0 Questions
CHAPTER 11: DERIVATIVE MISHAPS
5
11.1
11.1 Overview
11.2
11.2 Lessons for all users
11.3
11.3 Lessons for financial institutions
11.4
11.4 Lessons for non-financial corporations
11.5
Past Examinations Questions on Chapter 11
0 Questions
Derivatives Analysis
Search
This content is protected, please
login
and enroll in the course to view this content!
Course content
Login with your site account
Lost your password?
Remember Me
Not a member yet?
Register now
Register a new account
Are you a member?
Login now
Modal title
Main Content