Lesson 3: Introduction to Forwards and Futures
Objectives of the Lesson:
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Develop an understanding about Forward & Futures contract.
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Know the difference between Forward & Futures contract.
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Understand pricing of Futures.
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Learn about Futures pay-off.
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Understand the use of Forward and Futures by market participants.
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Know about terminology related to Futures pricing.
Lesson Topics
- Topic 1 : Forwards and Futures
- Topic 2 : Tick Size | Contract Value | Basis
- Topic 3 : Initial Margin | Marking to Market | Open Interest
- Topic 4 : Calendar Spread | Pay off charts
- Topic 5 : Futures Pricing
- Topic 6 : Cash and Carry Model : Arbitrage
- Topic 7 : Non-arbitrage bound | Convenience Yield
- Topic 8 : Expectancy Model | Price Discovery
- Topic 9 : Arbitrage | Futures
- Topic 10 : Hedging | Speculation | Futures
- Topic 11 : Systematic Risk | Beta
- Topic 12 : Portfolio Beta | Hedge Ratio | Cross Hedge
QuizzesStatus
