Course Content
Forwards
Futures
Forwards vs Futures
MTM & Margins
Pricing of Forwards and Futures
Spot Future Price Convergence
Open Interest
Introduction to Options
Types of Options
Moneyness, Intrinsic and Time Value
Option Payoffs
Option Premium and Time Value
Put Call Ratio
Put Call Parity
Option Pricing Introduciton
Introduction to Volatility
Volatility Smile
Options Usage in Portfolio Management
Bullish Strategies
Bearish Strategies
Neutral Strategies -1
Neutral Strategies -2
Rollovers
Volatility Revisited
Option Pricing - Binomial
Option Pricing - Black Scholes
Introduction to Greeks
Delta
Gamma
Vega
Theta
Relationship between Delta, Gamma, and Theta
Risk Management Using Options
Repairing Option Trades
Introduction to Swaps