Derivative Products I
Explore the fundamental characteristics, features, and applications of derivative products - emphasis on options pricing and the examination of the Black-Scholes and Binomial models.
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Module 1: Futures and Forwards
- Evolution and History
- Standardized Contracts
- Margin and Daily Settlement
- Clearing Firms and Their Function
- Benefits Of Exchange-Traded Futures
- Applications Of Futures And Forwards
- Differences Between Futures & Forwards
- Time Value of Money
Module 2: Eurodollar Contract
- Define an FRA
- How they are priced
- Applications of FRA
Module 3: Eurodollar Futures
- Contract Specifications
- The Eurodollar Strip
- Value of a Basis Point - Futures versus Deposits
Module 4: Interest Rate Swaps
- History and Evolution
- Characteristics and Terms of Swaps
- Fundamentals Of Pricing Swaps
- Applications of Interest Rate Swaps
Module 5: Options, Caps, Floors and Swaptions
- History and Evolution Of Options Market
- Option Terminology
- Risk/Reward - Payoff Profiles & Breakeven
- Basic Characteristics Of Option Contracts
- Basic Characteristics Of Caps & Floors
- Basic Characteristics Of Swaptions
- Factors Of Options Pricing