DERIVATIVE ENGINEERING ADVANCE SYLLABUS

INTRODUCTION TO DERIVATIVE

FUTURE & FORWARD

FUTURE & FORWARD FAIR PRICING VALUATION

APPLICATION OF FUTURE & FORWARD TO MAKING ARBITRAGE PROFIT

OPTION basic concept

OPTION STRATIGIES

If market Direction not Clear

Straddle

Strangle

Butterfly

Condor

If Market Direction Clear

Bullish vertical spread

Bearish vertical spread

Strip

Strap

Horizontal spread

Disonal spread

Ratio spread

OPTION SENSTIVITIES (GREEKS)

DELTA/VEGA/GAMMA / RHO/THETA

DETLA HEDGING

TRADITIONAL VS . REVARSAL

FUTURE VS. OPTION

OPTION VS. OPTION

STRATEGY BASED ON OPTION FOR NIFTY/BANKNIFTY/HIGH BETA STOCKS