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Table Of Contents

2.1.3 Development of exchange-traded derivatives
2.1.4 The need for a derivatives market
2.2.2 Regulations by National Stock Exchange
2.2.3 Black-Scholes Option Price calculation model
2.2.8 Position Limits
2.2.9 Scheme for FIIs and MFs trading in Exchange traded derivatives
3.1.3 Trading in Nifty
3.1.4 S&P CNX Nifty Futures
3.1.5 CNX Nifty Junior Futures
3.1.7 CNX 100 Futures
3.1.8 BANK Nifty Futures
3.1.9 Nifty Midcap 50 Futures
3.1.10 Futures on Individual Securities
3.2.2 Security Descriptor
3.2.3 Underlying Instrument
3.2.5 Expiry day
3.2.6 Product Characteristics
3.2.7 Trading Parameters
3.2.8 Clearing and Settlement
3.2.9 Interest Rate Derivatives - Risk Containment
3.3.2 To Hedge or Not to Hedge?
3.3.3 Uncorrelated risks
3.3.4 Expected returns are zero
3.3.5 a) How long is the long-run?
3.3.5 b) Risk-return trade-off
3.3.6 Instruments for Hedging Currency Risk
3.3.7 Exchange-Traded Currency Futures
3.3.8 Accessible to All Market Participants
3.3.9 Illustrating the Use of Currency Futures
4.1.2 The Main Characteristics of a Option Contract
4.1.3 The market participants
4.1.4 Mini Option contracts on S&P CNX Nifty index
4.1.6 CNX 100 Options
4.1.7 BANKNIFTY OPTIONS
4.1.8 NIFTY MIDCAP 50 OPTIONS
4.1.9 Options on Individual Securities
4.2.8 Types of Swaps
4.2.9 Swaptions, Caps, Floor and Collars
4.2.10 Motivation for Swaps
4.2.11 Closing Thoughts
4.2.12 Interest Rate Swaps
4.2.13 Currency Swaps
4.2.16 Hedging Swaps
4.2.17 Identifying the risk of the swaps portfolio
4.2.18 Constructing the Hedge Portfolio
4.2.19 Why will the Dealer only Partially Hedge the Swaps Portfolio?
4.2.20 Floating Rate Cash Flow Management
4.2.26 Equity swaps make the index trading strategy even easier
5.1.8 New Accounting Rules for Derivatives and Hedging Activity
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DBA 1754 Financial Derivatives

DBA 1754 Financial Derivatives

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Published by: Pradeep on Mar 05, 2012
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08/13/2014

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