by
Unit 1 Introduction to Commodities Market and Derivatives Market {Book} |
||
a) Introduction to Commodities Market: |
|
|
Meaning, History & Origin |
VIEW |
|
Types of Commodities Traded |
VIEW |
|
Structure of Commodities Market in India |
VIEW |
|
Participants in Commodities Market |
VIEW |
|
Trading in Commodities in India (Cash & Derivative Segment) |
VIEW |
|
Commodity Exchanges in India & Abroad |
VIEW |
VIEW |
Reasons for Investing in Commodities |
VIEW |
|
b) Introduction to Derivatives Market: |
|
|
Derivatives Market: Meaning, History & Origin |
VIEW |
VIEW |
Elements of a Derivative Contract |
VIEW |
|
Factors Driving Growth of Derivatives Market |
VIEW |
|
Types of Derivatives |
VIEW |
|
Types of Underlying Assets |
VIEW |
|
Participants in Derivatives Market |
VIEW |
|
Advantages & Disadvantages of Trading in Derivatives Market |
VIEW |
|
Current Volumes of Derivative Trade in India |
VIEW |
|
Difference between Forwards & Futures |
VIEW |
|
Unit 2 Futures and Hedging {Book} |
|
a) Futures: |
|
Futures Contract Specification, Terminologies |
VIEW |
Concept of Convergence |
VIEW |
Relationship between Futures Price & Expected Spot Price |
VIEW |
Basis & Basis Risk |
VIEW |
Pricing of Futures Contract, Cost of Carry Model |
VIEW |
b) Hedging: |
VIEW |
Speculation & Arbitrage using Futures |
VIEW |
Long Hedge & Short Hedge |
VIEW |
Cash & Carry Arbitrage |
VIEW |
Reverse Cash & Carry Arbitrage |
VIEW |
Payoff Charts & Diagrams for Futures Contract |
VIEW |
Perfect & Imperfect Hedge |
VIEW |
Unit 3 Options and Option Pricing Models {Book} |
|
a) Options: |
|
Options Contract Specifications, Terminologies |
VIEW |
Call Option, Put Option |
VIEW |
Difference between Futures & Options |
VIEW |
Trading of Options |
VIEW |
Valuation of Options Contract |
VIEW |
Factors affecting Option Premium |
VIEW |
Payoff Charts & Diagrams for Options Contract |
VIEW |
Basic Understanding of Option Strategies |
VIEW |
b) Options Pricing Models: |
|
Binomial Option Pricing Model |
VIEW |
Black – Scholes Option Pricing Model |
VIEW |
Unit 4 Trading, Clearing & Settlement in Derivatives Market and Types of Risk {Book} |
|||
a) Trading, Clearing & Settlement in Derivatives Market: |
|
||
Meaning and Concept Trading, Clearing & Settlement in Derivatives Market |
VIEW |
VIEW |
VIEW |
SEBI Guidelines in Derivatives Market |
VIEW |
||
Trading Mechanism |
VIEW |
||
Clearing Mechanism |
VIEW |
||
Types of Orders in Derivatives Market |
VIEW |
||
NSCCL its Objectives & Functions |
VIEW |
||
Types of Settlement in Derivatives Market |
VIEW |
||
b) Types of Risk: |
|
||
Value at Risk, Methods of calculating VaR |
VIEW |
||
Risk Management Measures |
VIEW |
||
Types of Margins, SPAN Margin |
VIEW |
||
One thought on “Commodity & Derivatives Market University of Mumbai BMS 5th Sem Notes”