Academy

Management Development Programme

Future and Options
 Management Development Programme
Future and Options

Course Objective
NSE Academy’s MDP aims to enhance the competitiveness of executives of all levels in the financial
industry. It is designed to assist professionals to take on a leadership role in their position
individually and collectively, while improving their knowledge.

About the Course

This training program provides insights into different types of derivative instruments, how to trade
in Futures & Options, Application of Futures, Options Trading Strategies, How to determine support
& resistance using options, Trading in currency futures & options etc.

Benefits
NSE Academy’s MDPs aims to enhance the competitiveness of executives of all levels in the
financial industry. It is designed to assist professionals to take on a leadership role in their position
individually and collectively, while improving their knowledge. NSE Academy’s MDPs attract some
of the finest faculty from industry who emphasize on usage of Case Study and Live Trading session
for practical exposure.

Features
8 weekend classes and 2 live trading sessions on two weekdays spread over a month

Curriculum
4 Introduction to Derivatives

4 Understanding Index:
• Understanding the Stock Index
• Economic Significance of Index
• Index Construction and Applications of Index.

4 Futures Contract:
• Futures Terminology
• Trading Underlying v/s Trading Single Stock Futures
• Futures Payoff, Future Pricing, Pricing Single Stock futures.

4 Application of Futures Contracts:

• Understanding Beta
• Numerical illustration of Applications of Stock Futures
• Hedging with Futures
• Modifying the Portfolio Beta with Futures
• Investment Strategies with Futures.

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 Management Development Programme
Future and Options

4 Fundamentals of Equity Futures

• Stock Selection Criteria
• Index Selection Criteria
• Cost of Carry
• Cash & Carry Arbitrage
4 Black-Scholes Option Pricing Model
4 Fundamentals of Options :
• Option Terminology
• Comparison between Futures & Options
• In the money- At the money- Out of the money Options
• Options Pay offs
• Application of Options

4 Option Greeks:
• Introduction to Option Delta, Gamma, Theta
• Introduction to Option Vega & Rho.
4 Option trading strategies:
• Single Leg Strategies- Long Call & Put, Short Call & Put,
• Multiple Leg Strategies- Covered Call, Protective Put, Bull Call Spread, Bear Put Spread,
Straddle, Strangle, Back spread, Butterfly spread etc.
4 How to determine Support & Resistance using Options.

4 Currency Futures & Options:

• Transaction in Currency Futures
• Transaction in Currency Options

4 Case Study and Live Trading Session

Eligibility
Pursuing Graduation/Graduate for any reputed College

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 Management Development Programme
Future and Options

Profile of The Faculty

Dr. Samar Abbas, PhD, is a quantitative trading systems developer who actively develops
custom quantitative and algorithmic trading methods for proprietary trading firms. In addition, he
regularly applies his own scientific trading strategies to the capital markets.
As a regular trading systems consultant for the National Stock Exchange (NSE), he imparts
quantitative trading systems education to proprietary traders, dealers and analysts of the
institutional trading members, with a special focus on derivatives and technical analysis.

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 Management Development Programme
Future and Options

Live Market Session

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 Management Development Programme
Future and Options

Workshop Details

MANAGEMENT DEVELOPMENT PROGRAM ON TECHNICAL ANALYSIS

Venue: National Stock Exchange of India Limited,
1st Floor, Park View Apartments, 99, Rash Behari Avenue, Kolkata – 700 029

FEE & REGISTRATION

Training fee: Rs 11,800/- including GST @ 18%

PAYMENT MODE:
Demand Draft/ NEFT transfer

FOR ANY FURTHER QUERIES, PLEASE CONTACT

033-40400432,033-40400450 | ncfm_kolkata@nse.co.in
Limited Seats

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NSE Academy Limited
1st Floor, Park View Apartments, 99, Rash Behari Avenue,
Kolkata – 700 029. Website : www.nseindia.com