Commodity & Derivatives Market University of Mumbai BMS 5th Sem Notes
09/04/2020
Unit 1 Introduction to Commodities Market and Derivatives Market {Book} |
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a) Introduction to Commodities Market: |
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Meaning, History & Origin |
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Types of Commodities Traded |
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Structure of Commodities Market in India |
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Participants in Commodities Market |
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Trading in Commodities in India (Cash & Derivative Segment) |
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Commodity Exchanges in India & Abroad |
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Reasons for Investing in Commodities |
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b) Introduction to Derivatives Market: |
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Derivatives Market: Meaning, History & Origin |
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Elements of a Derivative Contract |
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Factors Driving Growth of Derivatives Market |
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Types of Derivatives |
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Types of Underlying Assets |
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Participants in Derivatives Market |
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Advantages & Disadvantages of Trading in Derivatives Market |
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Current Volumes of Derivative Trade in India |
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Difference between Forwards & Futures |
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Unit 2 Futures and Hedging {Book} |
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a) Futures: |
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Futures Contract Specification, Terminologies |
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Concept of Convergence |
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Relationship between Futures Price & Expected Spot Price |
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Basis & Basis Risk |
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Pricing of Futures Contract, Cost of Carry Model |
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b) Hedging: |
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Speculation & Arbitrage using Futures |
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Long Hedge & Short Hedge |
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Cash & Carry Arbitrage |
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Reverse Cash & Carry Arbitrage |
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Payoff Charts & Diagrams for Futures Contract |
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Perfect & Imperfect Hedge |
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Unit 3 Options and Option Pricing Models {Book} |
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a) Options: |
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Options Contract Specifications, Terminologies |
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Call Option, Put Option |
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Difference between Futures & Options |
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Trading of Options |
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Valuation of Options Contract |
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Factors affecting Option Premium |
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Payoff Charts & Diagrams for Options Contract |
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Basic Understanding of Option Strategies |
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b) Options Pricing Models: |
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Binomial Option Pricing Model |
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Black – Scholes Option Pricing Model |
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Unit 4 Trading, Clearing & Settlement in Derivatives Market and Types of Risk {Book} |
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a) Trading, Clearing & Settlement in Derivatives Market: |
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Meaning and Concept Trading, Clearing & Settlement in Derivatives Market |
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SEBI Guidelines in Derivatives Market |
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Trading Mechanism |
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Clearing Mechanism |
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Types of Orders in Derivatives Market |
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NSCCL its Objectives & Functions |
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Types of Settlement in Derivatives Market |
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b) Types of Risk: |
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Value at Risk, Methods of calculating VaR |
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Risk Management Measures |
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Types of Margins, SPAN Margin |
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