Description
This 16-hour STP course - Advanced Derivatives Market Strategies is designed for experienced applicants to expand their knowledge of derivatives and develop new trading strategies. The course covers topics such as advanced options strategies, volatility trading, option greeks, and more. Students should have a solid understanding of basic derivatives concepts before taking this course. By the end of the course, students will be able to implement more complex strategies to trade and manage risk in the derivatives markets.
What Will I Learn
You will be able to:
- explore and analyze different types of derivatives such as options, futures, forwards, and swaps, and their applications in financial markets.
- implement trading strategies using advanced derivatives instruments to achieve specific financial objectives such as hedging, speculation, and arbitrage
- communicate effectively about advanced derivatives trading strategies, using appropriate financial terminology and concepts
- identify opportunities to network with industry professionals, which can be beneficial while pursuing a career in the financial markets
- apply theoretical models, such as Black-Scholes, to price and value derivatives, and use them to make informed investment decisions
- assess the risks associated with advanced derivatives trading strategies and implement risk management techniques to mitigate potential losses
Curriculum
- Types of Derivative Contracts
- Characteristics of Derivatives
- Derivatives Compared to Securities
- Derivatives Defined
- Futures Terminology and Contract Features
- Physical Delivery to Close a Futures Position
- Cash Settlement, OTC Derivatives
- Futures Clearinghouse and Third Party Contracts
- Futures Margins and Futures Contracts
- Option Fundamentals: Contract Features and Terminology
- Option Contract Example: Long Call Position
- Option Pricing Basics
- Time Value, Intrinsic Value and Moneyness
- Short Option Positions
- Investment Characteristics of Options
- Overview of Long Put, Short Call and Short Put Positions
- Introduction to Profit diagram of long & short call
- Introduction to Profit diagram of long & short put
- Meaning of Options
- Derivatives and Trading Strategies using Options
- Basic Option Strategies
- Complex Option Strategies
- Meaning of Options Price
- Determinants of option price and the Black-Scholes model
- Visualizing option exposure and Greeks
- Hedging an options book: Greeks for portfolio
- Volatility smile and associated trading strategies
- Hedging volatility risk and the Vanna-Volga method
How It works
|
Live Online Sessions Each session is interactive and informative, featuring case studies, quizzes and projects |
|
Interact, Learn and Grow bsevarsity.com enables you to master the concepts, interact with expert faculty and other learners and be a part of the community whilst growing. |
 |
Get Certified Get Certified from bsevarsity.com. Share your success with the world |
Training 5 or more people?
We provide custom courses and group sessions as well. To know more about our Customized Programs.
Try BSE Business Click here