Curriculum & Course Materials
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Week 1
- Instructions
- Day 1
- • Task 1: What are Derivatives?
- • Task 2: Types of Derivatives & their Definition
- • Task 3: FnO Trading & its Jargon
- Day 2
- • Task 1: What are Forward and Future Contracts?
- • Task 2: Value of Future Contract & Forward Price
- • Task 3: What are Swaps?
- Day 3
- • Task 1: What are Options?
- • Task 2: Types of Options
- • Task 3: Mark-to-Market Payments
- Day 4
- • Task 1: Call Option, Put Option
- • Task 2: Call Option Payoff
- • Task 3: Put Option Payoff
- Day 5
- • Task 1: Put Call Parity
- • Task 2: ITM, ATM, OTM Options
- • Task 3: Option Buying v/s Selling
- Checkpoint 1
- • Assignment 1
- • Quiz 1
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Week 2
- Day 1
- • Task 1: Pricing Models
- • Task 2: Binomial Model for Pricing European Options
- Day 2
- • Task 1: Black Scholes Model
- • Task 2: Summary of Pricing Models
- Day 3
- • Task 1: Options Greek - Delta
- • Task 2: Options Greek - Gamma
- Day 4
- • Task 1: Options Greek - Theta
- • Task 2: Options Greek - Vega
- • Task 3: Options Greek - Rho
- Day 5
- • Task 1: Volatility
- • Task 2: Implied Volatility
- Checkpoint 2
- • Assignment 2
- • Quiz 2
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Week 3
- Day 1
- • Task 1: Delta Hedging
- • Task 2: Gamma Hedging
- Day 2
- • Task 1: Introduction to American Options
- • Task 2: Valuation
- Day 3
- • Task 1: Exotic Options
- • Task 2: Types
- Day 4
- • Task 1: American vs European vs Exotic Options
- • Task 2: Options and Behavioral Finance
- Checkpoint 3
- • Assignment 3
- • Quiz 3
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Week 4
- Day 1
- • Task 1: Bull Call Spread
- • Task 2: Bull Put Spread
- • Task 3: Butterfly Spread
- Day 2
- • Task 1: Bear Put Spread
- • Task 2: Bear Call Spread
- • Task 3: Bear Call Ladder
- Day 3
- • Task 1: Call Ratio Back Spread
- • Task 2: Put Ratio Back Spread
- Day 4
- • Task 1: Long Straddle
- • Task 2: Short Straddle
- • Task 3: Strangle
- Day 5
- • Task 1: Max Pain Theory
- • Task 2: Iron Condor
- Day 5
- • Task 1: Max Pain Theory
- • Task 2: Iron Condor
Additional Resources
- Day 1
- Day 1
- Day 1
- Instructions