Derivatives and commodities


Unit 1

  1. Who are the participants of commodities and derivatives markets
  2. What are the advantages of investing in commodities
  3. What are the types of derivative instruments
  4. What are the features and importance of derivatives
  5. Futures vs forwards vs options
  6. OTC vs ETC
  7. Explain the FRA arrangement
  8. What are swaps and what are the types of swaps
  9. What are the factors driving the growth of derivatives markets

Unit 2

  1. What are index futures and what are features of the same
  2. Concepts:- cost of carry, basis, open interest, initial margin, maintenance margin, cash vs physical settlement, SPAN, limit order, market if touched order, long hedge, short hedge, cross hedge, cash and carry, perfect and imperfect hedge
  3. How are futures settled
  4. Hedging strategies with futures
  5. What are the uses of futures
  6. How are futures accounted for
  7. Numerical on payoff and options, cash and carry arbitrage


Unit 3

  1. Concepts on strike price, moneyless of options, pricing axioms, delta, theta, gama, rho, American and European option,
  2. Why do we buy an option call or put
  3. What are the pricing models for option contracts
  4. How do we hedge with options
  5. Trading strategies with options

Unit 4

  1. What are the types of risk in derivatives
  2. Explain VaR and how is it calculated
  3. Explain the regulatory framework for derivatives in India
  4. Role of SEBI in ensuring investor protection for derivatives
  5. What are the types of orders and how can they be settled.

Text books recommended

  1. Rishabh Publications:- Govind Sowani
  2. Himalaya publications:- Pawan Jhabak

For any further clarifications, please feel free to contact Prof Vipin Saboo. You can whatsapp him on 9820779873.

Source:- Vipin Saboo Tutorials

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Education Qualification: BMS- N M College (University Rank Holder) PGDBM- Sydenham College M Com- College topper Mr Vipin Saboo has been associated with the following institutes as a visiting faculty Lords college, Malad Patkar College, Goregoan Saraf college, Malad Dalmia college, Malad St Andrews College, Bandra Wilson College, Grant Road Thakur college, Kandivili L N College, Kandivili N K College, Malad Dhanukar College, Vile Parle St Xaviers College, Marine Lines Shroff College, Kandivili KES College, Khar Mr.Vipin Saboo also has more than 5 years of industry expertise with corporate like CRISIL, Motilal Oswal Investment Banking and Yes Bank. Mr. Saboo has also published a text book on Logistics and Supply Chain Management for TYBMS Students.

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