Derivatives Analysis And Valuation (Fast Track)- Prof. Rahul Danait (English) for May 22, Nov 22


Expire On: 30 Nov 2022

Welcome to Chapter 9 of Derivatives Analysis And Valuation - Prof. Rahul Danait (English) . This is applicable for May 22, Nov 22 exams and onwards. This chapter covers Understanding Stock Market Risk, Cash Market and Derivative Market, An Academic Introduction to Futures, Futures Price, Due Date and Lot Size, What Happens on Due Date?, Hedging with Futures, The Delivery Assumption, The Market is Justified, Liquidity, Mark to Market Margins, Annual Compounding & Discounting, Semi- Annual Compounding & Discounting, Quarterly Compounding & Discounting, Continuous Compounding & Discounting, Theoretical Value of Futures, Valuation, Arbitrage, Valuation, Arbitrage, Valuation, Valuation and Convenience Yield, Valuation, Basis Risk, Gold and Silver Example, Understanding Cross Hedging, Cross Hedging with Index Futures, Role of Correlation Coefficient, Altering Portfolio Beta with Index Futures, Call Option - Buyer/Holder, Call Option - Seller/Writer, Call Option Premium, Understanding the Mindset of Holder and Buyer, Academic Payoff Under Call Option, Understanding Intrinsic Value of Call, Practical Functioning of Call Holder, Practical Functioning of Call Writer, Liquidity in Call, Where is Hedging in Call?, Put Option - Buyer/Holder, Put Option - Seller/Writer, Put Option Premium, Understanding the Mindset of Holder and Buyer, Academic Payoff Under Put Option, Understanding Intrinsic Value of Put, Practical Functioning of Put Holder, Practical Functioning of Put Writer, Liquidity in Put, Where is Hedging in Put?, ITM, OTM and ATM, Valuation of Call Option on Due Date, Valuation of Put Option on Due Date, Time Value and Intrinsic Value of Option, Payoff Tables and Graphs, Break Even Point, Put Call Parity Theorem Introduction, Lower Bound of a Call, Portfolio A and B to Understand Lower Bound, Lower Bound of a Put, Portfolio C and D to understand Lower Bound, Deriving PCPT Equation, Arbitrage Case 1, Arbitrage Case 2, Option Strategies, Bull Spread with Call - Q.26, Bear Spread with Call - Q.26, Bull Spread with Puts - Q 26, Bear Spread with Puts - Q.26, Butterfly Spread with Calls - Q.27, Straddle - Q.28, Strip & Strap - Q.29,Option Valuation, Portfolio Replication - Stock Equivalent, Portfolio Replication - Option Equivalent, Risk Less Hedging Portfolio Model, Risk Neutral Model, Binomial - Single Step and Double Step Model, American and European Options,Black Scholes Model - Q.35 and it's Questions.

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