Derivatives are considered one of the most complex Financial Instruments and it is becoming increasingly popular in the world of finance.
Those who work in finance, need to understand how derivatives work, how they are used and how they are priced. So, here we decode it for you.
Topics Covered :-
1) Introduction to Derivative.
2) Market Participants in Derivative :-
3) Futures and Forward Contract
4) Margin on Futures Contract
The Maintenance Margin
The Variation Margin or Mark-To-Market Margin
5) Futures Contract Pricing
The Cost of Carry Model
The Expectancy Model
6) Option Introduction
7) Option Styles :
8) Option Moneyness
9) Types of Options:-
10) Options Pricing
11) Swap Introduction and types:-
Interest Rate Swap
Total Return Swap
Credit Default Swap
Financial Derivatives: Theory, Concepts and Problems by S. L. GUPTA
Options, Futures and Other Derivatives by John C. Hull