Certificate Program on Derivatives

Certificate Program on Derivatives

Program

This program broadly covers Futures and Options. It starts with a quick orientation of the basics and moves to simulated strategies and actual derivatives technical on volatility and Greeks.
The endeavour is to give the participants an insight into the market dynamics and equipping them with the knowledge to price their derivative securities. These skill enables identification of arbitrage opportunities and obtain an expression to the trading view. The Program equips the participants with a series of combination strategies keeping a tab on the implementation costs.

Day 1
Time Topic
10:00 AM – 10:30 AM Introduction to Derivatives – Forward & Futures
10:30 AM – 12:00 AM Market Terminology – Open interest, Market position
12:00 PM – 01:30 PM Market Terminology – Market lot, Tick size etc
02:15 PM – 03:45 PM Introduction to Options – Put & call
04:00 PM – 05:30 PM Pay Off Graph – Call-buy, Call - sell

Day 2
Time Topic
10:00 AM – 10:30 AM Pay off Graph – Pay-buy, pay- sell
10:30 AM – 12:00 AM Option Greeks – Graphical representation of greeks for in-the- money, at-the-money, out-the-money
12:00 PM – 01:30 PM Derivatives Trading Strategies – Hedging strategies using options, single leg strategies, combinations
04:00 PM – 05:30 PM Derivatives Trading Strategies - Spread Strategies; ratios

Day 3
Time Topic
10:00 AM – 10:30 AM Pay off Diagram
10:30 AM – 12:00 AM Synthetic Positions
12:00 PM – 01:30 PM Greeks - Delta Neutral strategies, Delta - Gamma neutrality, Delta v/s Time; Delta v/s Volatility
02:15 PM – 03:45 PM Greeks - Gamma v/s Time and Volatility, Vega, Theta and Rho; Volatility Trading Strategies.
04:00 PM – 05:30 PM Forecasting - using Options and Futures: Put - Call Ratio; Volatility Forecasting

Day 4
Time Topic
10:00 AM – 10:30 AM Strategy View – Put/call parity
10:30 AM – 12:00 AM Strategy using Options - How to leverage it for derivatives trading, Put-Call Parity, American and European Options Pricing, Dividend and non-Dividend Paying Stocks
12:00 AM – 01:30 PM Strategy using Futures - Stock and Index Futures
02:15 PM – 03:45 PM Strategy using Futures - Basket - Pair Trading
04:00 PM – 05:30 PM Strategy using Futures - Basis Trading

Day 5
Time Topic
10:00 AM – 11:30 AM Live Market Application
11:30 AM – 12:00 AM Live Market Application
12:00 AM – 01:30 PM Live Market Application
02:15 PM – 03:45 PM Money Management
04:00 PM – 05:30 PM Money Management

Participants attending the entire course shall be eligible to receive Participation Certificate from the BSE Institute Ltd.

This Program is suitable for:

  • Brokers and Sub- Brokers
  • Dealers
  • Traders
  • Derivatives Research and Sales Team
  • Foreign Institutional Investors
  • Financial Institutions
  • Fund Managers
  • Corporates
  • Equity Analysts
  • Practicing Professionals
  • High Net worth Investors
  • Bankers
  • Students
  • Investors
  • Graduate (10+2+3 or 4) with minimum 50% and 45% for SC/ST candidates from a UGC recognized University

    5 Full Days (Saturdays & Sundays)
    10.00 am to 5.30 pm

    Rs. 20,460.00 + Applicable Taxes per participant inclusive of tuition fees, reference material and (morning / evening) refreshments only.

    For further details regarding contents,
    E-mail: training@bseindia.com