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