Mastering Derivatives: Strategies and Applications in Capital Markets

online course

This course on derivatives is designed for graduate and postgraduate students who have the intention to build their careers in Finance. It will teach participants to get an in-depth understanding of financial derivatives and how to use them to hedge exposures and invest in the capital markets. It will elucidate strategies taking advantage of market volatility in creating value investments in Foreign Exchange, Commodities and Equities. It will also discuss real life cases to help the students to understand and appreciate the practical use of Derivatives.

The course will start with a brief overview of Capital Markets and then go into the building blocks of derivatives, which are forwards, swaps, and Options, specifically Calls and Puts. Various strategies will be explained based on these building blocks, to see their application based on different market conditions.

After building the foundation, the course will proceed to expound on the Exotic Options and how and why those are of value to end users. We will discuss the first and second generation of exotic options and various structured products made by combining different exotic options.

Finally, we will delve into real life use cases and discuss how different corporates are using derivatives to hedge or invest in the capital markets. We will discuss how derivatives can be used in Value Investment. You will learn how to take advantage of the market volatility to invest for profits.

Course leader

Snehashis Das

Target group

Basic knowledge of mathematics and economics and a keen interest in Finance

Course aim

• Comprehensive understanding of Derivatives.
• Understanding of the mechanics of Options and pricing parameters.
• Understanding of working of barrier and touch options.
• Knowledge of various hedging methods used by Corporate Treasury.
• Structuring different payoffs using the building blocks of Derivatives.
• Solid grasp of the use of volatility to manage risk in Capital markets.
• Learning of various hedging techniques using structured products
• Management of risk of a portfolio of Options.
• Learning from real life cases on the applications of Derivatives.

Fee info

EUR 549: Tuition fee