Includes hedging case studies and examples, explaining with clarity and coherence how various instruments - such as futures and options - are used in different market scenarios to contain, control and eliminate price risk exposure.
Includes hedging case studies and examples, explaining with clarity and coherence how various instruments - such as futures and options - are used in different market scenarios to contain, control and eliminate price risk exposure.
PREFACE CORE OBJECTIVES PART 1. FORWARDS, FUTURES & SWAPS 1. Evolution of Trade: From Physical to Derivative 2. Introduction to Futures 3. Commodity Futures Pricing 4. Hedging Basics 5. Hedge Patterns with Futures 6. Commodity Futures Spreads 7. Basis Controversy 8. Commodity Swaps PART 2. BASIC FEATURES AND STRATEGIES OF OPTIONS 9. Introduction to Options 10. Basic Directional Trading Using Options 11. Hedge Patterns with Options 12. Typical Equity Hedging Strategies PART 3. OPTIONS PRICING MODELS 13. Determinants of Options Value 14. European Put & Call Pricing Bounds 15. Black-Scholes Pricing Model 16. Binomial Option Pricing Model 17. Parity Relations PART 4. ADVANCED HEDGING STRATEGIES 18. Hedging Long Underlying with a Bear Call Spread 19. Hedging Short Underlying with a Bull Call Spread 20. Collars and Fences 21. Conversions and Reversals 22. Covered Short Straddle & Strangle 23. Accrued Profits Protection PART 5. OPTIONS SPREADS & COMBINATIONS 24. Option Spread Strategies 25. Call Ratio Spreads 26. Put Ratio Spreads 27. Options Combinations 28. Synthetic Instruments Index
PREFACE CORE OBJECTIVES PART 1. FORWARDS, FUTURES & SWAPS 1. Evolution of Trade: From Physical to Derivative 2. Introduction to Futures 3. Commodity Futures Pricing 4. Hedging Basics 5. Hedge Patterns with Futures 6. Commodity Futures Spreads 7. Basis Controversy 8. Commodity Swaps PART 2. BASIC FEATURES AND STRATEGIES OF OPTIONS 9. Introduction to Options 10. Basic Directional Trading Using Options 11. Hedge Patterns with Options 12. Typical Equity Hedging Strategies PART 3. OPTIONS PRICING MODELS 13. Determinants of Options Value 14. European Put & Call Pricing Bounds 15. Black-Scholes Pricing Model 16. Binomial Option Pricing Model 17. Parity Relations PART 4. ADVANCED HEDGING STRATEGIES 18. Hedging Long Underlying with a Bear Call Spread 19. Hedging Short Underlying with a Bull Call Spread 20. Collars and Fences 21. Conversions and Reversals 22. Covered Short Straddle & Strangle 23. Accrued Profits Protection PART 5. OPTIONS SPREADS & COMBINATIONS 24. Option Spread Strategies 25. Call Ratio Spreads 26. Put Ratio Spreads 27. Options Combinations 28. Synthetic Instruments Index
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