Advance Concepts of Derivatives ( Future / Options / Swaps / Hedging )
| Total Duration | Certification Validity | Course Type |
|---|---|---|
| 14 Hours (2 Days) | No Expiry | Offline |
For more information, please contact:
Vikram: +91-8454094046
Madhu: +91-9342596944
Email Id - gen_pdp@nse.co.in
The program is designed to provide participants with knowledge and practical skills in the Derivatives market. Through detailed discussions, real-world examples, and hands-on exercises using the NSMART (Virtual Trading Simulator), this course aims to equip attendees with the ability to develop Derivatives market strategies.
Derivatives work as a tool for risk management. These instruments are an important component of the financial sector. Derivatives have found much of their use in the financial world, especially in hedging against risk. Also, increasing volatility across global markets has necessitated a multidimensional approach to understanding the importance of Derivatives markets. The concepts are multi-fold and are applicable across all financial markets: Equities, Fixed income, Currencies; domestic or global.
The workshop will cover the following topics:
- Derivatives - Quick Recap
- Volatility - ARCH Model, Exponentially Weighted Moving Average (EWMA), GARCH Model, Implied Volatility
- Cash & Carry and Reverse Cash & Carry Arbitrage
- Options Strategy: Bear Call Spread Strategy, Bear Put Spread Strategy
- Long & Short Call Butterfly, Call Condor, Straddle, Strangle
- Bull Call Spread Strategy, Bull Put Spread Strategy
- Long & short call and put.
- Option Pricing
- Risk Management in Option Trading
- Long Combo, Protective Call, Synthetic Long Call, Covered Call, Covered Put, Collar
- Time Value, Intrinsic Value, and Moneyness - Detailed Analysis of Open Interest
- Understanding Max Pain data
- Analysis of Option Chains
- Volatility smile (A single option’s implied volatility may also follow the volatility smile as it moves more ITM or OTM.)
- Understanding GARCH volatility estimates Analysis of option pricing models including the Black-Scholes model.
- Visualizing option exposure and Greeks - Delta, Gamma, Theta, Vega, Rho
- Live Interactive Classroom Session
- Participation Certificate
- Course Duration 14 Hours
- 1 Year Complimentary Subscription to NSE Smart - Trading Simulator
- 1- Year Complimentary Subscription to NSE Knowledge HUB, AI Learning Experience Platform
This course is open to individuals with a basic understanding of Derivatives and financial markets. Investors, finance professionals, and anyone interested in expanding their knowledge of Options trading are encouraged to attend.
The individuals attending this session should have a basic understanding of Technical Analysis and the Derivatives
Updated on: 21/11/2023
