Subject Details
Dept     : SPINE MBA
Sem      : 3
Regul    : 2019
Faculty : Deepa A
phone  : NIL
E-mail  : deepa.a@snsbschool.in
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Lecture Notes

UNIT 1:
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Introduction to Financial Derivatives
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Forward Contracts
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Future Contracts
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SWAPS
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Differences between cash and future markets
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Types of Traders
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OTC and Exchange Traded Securities
UNIT 2:
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Specifications of a Futures Contract
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Margin Requirements
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Marking to Market
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Hedging using Futures
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Types of Futures Contract
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Commodities and Currencies
UNIT 3:
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Overview of Options
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Exchange Traded Options
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OTC Options
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Specifications of Options
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Call and Put Option
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American and European Options
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Intrinsic and Time value of Options
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Option Payoff
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Options on Securities
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Stock Indices
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Currencies and Futures
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Options pricing models
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Differences between futures and options contract
UNIT 4:
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Definition of SWAP
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Interest rate SWAP
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Currency SWAP
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Role of Financial Intermediary warehousing
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Valuation of Interest rate SWAPs and Currency SWAPs
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Bonds and FRNs
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Credit risk
UNIT 5:
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Evolution of Derivatives Market in India
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Regulation and Framework
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Exchange Trading in Derivatives
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Commodity Futures
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Contract Terminology and Specifications for Interest Rate Derivatives