Check this course conducted by BSE :
Check their website for more details, as unable to post link.
OBJECTIVES
This programme has been designed primarily from the trading perspective. It is meant for practitioners and participants who have prior knowledge of the basic functioning of the derivatives instruments. Participants who have gone through the BSE Basic Program on Derivatives are also eligible for this Programme.
This program broadly covers Futures and Options. It starts with a quick orientation of the basics and moves to simulated strategies and actual derivatives technicals on volatility and greeks.
The endeavor is to give the participants an insight into the market dynamics and equipping him with the knowledge to price his derivative securities. This skill enables identification of arbitrage opportunities and obtain an expression to the trading view. The Program equips the participants with a series of combination strategies keeping a tab on the implementation costs.
Derivatives fulfill the market need for risk management. The Program also illustrates hedging strategies in lucid detail taking actual cues from experts who consult fund managers regarding hedging effectiveness of their portfolios.
PROGRAMME CONTENTS
Day - 1
Basics: Futures Product Specifications, Open Interest, Mark-to-Market, Margining
Other Derivatives: Interest Rate Futures, Swaps, and FRAs
Options: Option Basics: Concept, Time Decay; Strike prices Basic Put-Call strategies
Strategy: Futures: Stock and Index Futures, Basket - Pair Trading, Basis Trading
Synthetics: Synthetic Call and Put strategies, Synthetic Futures Strategies
Strategy: Spread Strategies; Exotic Strategies; Covered Call Strategies
Day - 2
Pricing: Futures Pricing: Cost of Carry, Expectation Hypothesis, Fair Value Pricing,
Option Pricing: How to leverage it for derivatives trading, Put-Call Parity, American and European Options Pricing, Dividend and non-Dividend Paying Stocks
Arbitrage and Hedging: Futures - Futures and Cash - Futures; Options Arbitrage
Hedging: Types of Risk: Basis Risk, Systematic and Unsystematic Risk Utilities of a Hedge for Mutual Funds Cross Hedging; Protective Put, Fencing Strategies, Portfolio Hedging Strategies, Tailing the Hedge - Case - Live Portfolio
Strategy - Greeks: Delta Neutral strategies, Delta - Gamma neutrality, Delta v/s Time; Delta v/s Volatility; Gamma v/s Time and Volatility, Vega, Theta and Rho; Volatility Trading Strategies.
Forecasting using Options and Futures: Put - Call Ratio; Volatility Forecasting
Futures: Forecasting Strategies: Open Interest - Volume and Price Patterns, Volatility Index
Participants attending the entire course shall be eligible to receive Participation Certificate from the BSE Training Institute.
TARGET AUDIENCE
Brokers, Sub- Brokers, Dealers, Traders, Derivatives Research and Sales Teams, Foreign Institutional Investors, Financial Institutions, Fund Managers, Corporates, Equity Analysts, Practising Professionals, High Net worth Investors, Bankers.
DURATION & TIMINGS
2 days
9.30 am to 5.30 pm
FEES
Rs. 6,300.00 + 10.30% (Service Tax + Education Cess) per participant inclusive of course material, tuition fees, snacks and lunch.
PROGRAMME COORDINATOR
Nadeem Alam
For further details regarding contents, Contact:
Phone: 022 - 2272 8303, 6136 3155
E-mail:
[email protected]
Hello,
I am Hardik Shah. I want to learn the option trading. If anyone can guide me any good institute / classes in Mumbai where I can learn option trading.
Thanks a lot..!!
Hardik Shah