Financial Derivatives and Risk Management

Financial Derivatives and Risk Management

IIT Roorkee July 2018 via YouTube Direct link

Financial Derivatives And Risk Management

1 of 61

1 of 61

Financial Derivatives And Risk Management

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Financial Derivatives and Risk Management

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  1. 1 Financial Derivatives And Risk Management
  2. 2 Overview of Derivatives
  3. 3 Forwards: Introduction & Pricing
  4. 4 Forwards: Pricing & Arbitrage
  5. 5 Forwards Pricing: Consumption Assets
  6. 6 Futures: Introduction & Salient Features
  7. 7 Futures: Margining & MTM
  8. 8 Forwards & Futures Prices, Exposure
  9. 9 Exposure & Risk
  10. 10 Basics of Futures Hedging
  11. 11 Futures Hedging: Nuances
  12. 12 Futures Hedging: No of Contracts
  13. 13 Futures Hedging: Examples
  14. 14 Mean Variance Portfolio Theory
  15. 15 Capital Asset Pricing Model
  16. 16 Systematic & Unsystematic Risk
  17. 17 Index Futures: Basic Theory
  18. 18 Hedging with Index Futures
  19. 19 Index Futures: Arbitrage, Examples
  20. 20 Spot Interest Rates & YTM
  21. 21 YTM, Other Yield Measures
  22. 22 Interest Rate Risk
  23. 23 Duration & Price Sensitivities, Immunization
  24. 24 Interest Rate Futures: Salient Features
  25. 25 T-Bill Futures: Applications
  26. 26 T-Bill Futures: Hedging
  27. 27 T-Bill Futures: Arbitrage; Eurodollar Futures
  28. 28 Tailing the Hedge; Clean & Dirty Price
  29. 29 US T-Bond Futures: Salient Features, Pricing
  30. 30 US T-Bond Futures: Conversion Factor; Options
  31. 31 Options: Basic Theory
  32. 32 Options: Price Bounds, American Options
  33. 33 American Options: Properties
  34. 34 Basic Option Trading Strategies
  35. 35 Option Strategies Contd
  36. 36 Option Spread Strategies
  37. 37 Stochastic Processes: Random Walk
  38. 38 Stochastic Processes: Brownian Motion
  39. 39 Stochastic Processes: Diffusion Equation
  40. 40 Stochastic Processes: Central Limit Theorem, Stochastic Calculus
  41. 41 Stochastic Calculus: Ito’s Equation
  42. 42 Stock Price Distributions; Fokker Planck Equation & Solution
  43. 43 Lognormal Distribution
  44. 44 Option Pricing: Binomial Model, Risk Neutral Valuation
  45. 45 Option Pricing: Binomial Model Contd
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  61. 61 Options: Put-Call Parity

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