Derivative Products

Course Details


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Course Title

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Derivative Pricing – Binomial Trees – Efficient Approach
Derivative Pricing – Binomial Trees

EXCEL Example

Derivative Products
Pricing IRS – Module I – Term Structures
Pricing IRS – Module I – Term Structures

EXCEL Example

Pricing IRS – Module II – IRS and CCS
Pricing IRS – Module II – IRS and CCS

EXCEL Example

Pricing Interest Rate Options – Module III
Pricing Interest Rate Options – Module III EXCEL Example
Derivatives Terminology Crash Course

Course Contents

1. Review

    i. A second look at derivative contracts
    ii. Standard Template for Evaluating Derivatives

2. Vanilla Products

    i. Options

3. Pricing Basics

    i. Option Price
    ii. European Option Price

4. Greeks and Binomial Trees

    i. American Option Price

5. Options on Shares, Stocks, Currencies And Equities

    i. Stock Options
    ii. Foreign Currency Options
    iii. Index Options
    iv. Futures Options
    v. Warrants
    vi. Employee Stock Options
    vii. Convertibles

6. Options On Rates

    i. Bond Options
    ii. Interest Rate Caps/ Floors/ Collars
    iii. European Swap Options

7. Exotic Options

    i. Bermuda Option
    ii. Quanto Option
    iii. Composite Option
    iv. Digital or Binary or “All or nothing” Options
    v. Barrier Options
    vi. Asian Options
    vii. Average Strike Options
    viii. Look back Options
    ix. Compound Options
    x. Chooser (As you like it) Options
    xi. Exchange Options
    xii. Forward Start Options
    xiii. Basket Options
    xiv. Shout Options

8. Forward Contracts
i. Forward Price
ii. Synthetic Forward Contract
iii. Forward Rate Agreement

9. Futures

    i. Futures Price
    ii. Stock Index Futures
    iii. Futures Contracts on Currencies
    iv. Futures Contracts on Commodities
    v. Interest Rate Futures

10. Swaps

    i. Interest Rate Swap
    ii. Currency Swap
    iii. Variations to Plain Vanilla Swaps

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Master Class: Derivative products