Financial Derivatives

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Prof. C. P. Gopi, Venugopal Rao. Pesala

ISBN-9789351638964

MBA, Fourth Semester, Jawaharlal Nehru Technological University, JNTU-Anantapur’

Syllabus

(14E00403) FINANCIAL DERIVATIVES

1) Introduction to Derivatives: Development and Growth of Derivative Markets, Types of Derivatives, Uses of Derivatives, Financial and Derivative markets -Fundamental linkages between spot & Derivative Markets, The Role of Derivatives Market, Uses & Misuses of derivatives.

2) Future and Forward Market: Structure of forward and Future Markets, Mechanics of future markets, Hedging Strategies Using futures. Determination of forward and future prices - Interest rate futures, Currency futures and Forwards.

3) Options: Distinguish between Options and Futures, Structure of Options Market, Principles of Option Pricing, Option Pricing Models: The Binomial Model, The Black – Scholes Merton Model.

4) Basic Option Strategies: Advanced Option Strategies, Trading with Options, Hedging with Options, Currency Options.

5) Swaps: Concept and Nature, Evolution of Swap Market, Features of Swaps, Major types of Swaps - Interest Rate Swaps, Currency Swaps, Commodity Swaps, Equity Index Swaps, Credit Risk in Swaps, using Swaps to Manage Risk, Pricing and Valuing Swaps.

Reference JNTU-A2016/MBA/4/03

Condition New product

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