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Guide to Derivatives and Structured Products

Guide to Derivatives and Structured Products

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Published by ysisodia
Guide to Derivatives and Structured Products.
Forwards, Futures, Options, Swaps, ISDA, OTC Contracts
Guide to Derivatives and Structured Products.
Forwards, Futures, Options, Swaps, ISDA, OTC Contracts

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Published by: ysisodia on Mar 22, 2011
Copyright:Attribution Non-commercial

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01/04/2013

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Yogendra Sisodia
 
G
UIDE
T
O
 
D
ERIVATIVES AND
S
TRUCTURED
P
RODUCTS
 
Yogendra Sisodia
Table of Contents
Derivatives: Meaning .................................................................................................................................... 4Derivatives: Difference between Spot and Derivatives ................................................................................ 6Derivatives: Benefits of Exchange traded contracts ..................................................................................... 6Derivatives: Derivative Market Products and Participants ........................................................................... 7Forward ..................................................................................................................................................... 7Futures ...................................................................................................................................................... 7Swap .......................................................................................................................................................... 8Options ...................................................................................................................................................... 8Index Futures ............................................................................................................................................ 8Index Options ............................................................................................................................................ 8Stock Futures ............................................................................................................................................ 8Stock Options ............................................................................................................................................ 8Commodity Futures .................................................................................................................................. 9Currency Futures ....................................................................................................................................... 9Interest Rate Futures .............................................................................................................................. 10Hedgers ................................................................................................................................................... 10Speculators.............................................................................................................................................. 10Arbitragers .............................................................................................................................................. 11Derivatives: Difference between Forward and Futures .............................................................................. 11Derivatives: Examples and Payoffs ............................................................................................................. 11Examples and Payoff Diagrams of Futures ............................................................................................. 12Examples and Payoff Diagrams of Options ............................................................................................. 13Example on Nifty Call Option .............................................................................................................. 13Example on Bharti Airtel Put Option ................................................................................................... 15Intrinsic Value and Time Value ........................................................................................................... 16Examples and Payoffs of Swaps .............................................................................................................. 20Reference Rate .................................................................................................................................... 21Plain Vanilla Interest Rate Swap ......................................................................................................... 22Plain Vanilla Foreign Currency Swap ................................................................................................... 23Difference between Interest Rate Swap and Currency Swap ............................................................. 24Comparative Advantage...................................................................................................................... 24Derivatives: Valuation ................................................................................................................................. 25

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