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Indian Institute of Management Bangalore

Demystifying Financial Derivatives

Sep 24—27, 2019
4 days
Bengaluru, India
INR 95000 ≈USD 1337
INR 23750 per day

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Description

Financial Derivatives have been in existence in the markets for over 150 years – in fact the first reference to some form of the modern day Financial Derivative is found in the Futures markets that were function in Chicago in the 1850’s. Over the years a more formalized structure came into place – the most significant fillip in this regard was the seminal work of Fisher Black and Myron Scholes in 1973. Since then, the development of Financial Derivatives and its extensive use in the Financial sector has been synonymous with the stupendous growth in the financial sector itself. The 1980’s and the 1990’s saw tremendous growth in the Financial Sector and a lot of it was directly fuelled by the growth and development of the use of derivates in this area.

PROGRAMME OBJECTIVE

Financial Derivatives have been in existence in the markets for over 150 years – in fact the first reference to some form of the modern day Financial Derivative is found in the Futures markets that were function in Chicago in the 1850’s. Over the years a more formalized structure came into place – the most significant fillip in this regard was the seminal work of Fisher Black and Myron Scholes in 1973. Since then, the development of Financial Derivatives and its extensive use in the Financial sector has been synonymous with the stupendous growth in the financial sector itself. The 1980’s and the 1990’s saw tremendous growth in the Financial Sector and a lot of it was directly fuelled by the growth and development of the use of derivates in this area.

The aim of this program is to target the Traders and Desk Heads of Banks, Financial Institutions and Corporate entities exposed to various different derivative products for both investment as well as risk management purposes and take them through the various issues related to such products, especially in the context of valuation and usage of derivatives for speculation and risk management. The program shall also help practitioners to develop new and innovative products.

In particular, the program shall look at:

  • Understanding the need for derivatives in the financial sector
  • Specifics about the utility of derivatives in all areas of finance
  • Issues in valuation of derivatives as well as its usage as hedge instruments

CONTENT

The potential but not necessarily an exhaustive list of topics is as follows:

  • An introduction to the field of derivatives – with particular reference to financial derivatives
  • Economics aspects of Derivatives with particular reference to the Indian scenario
  • Futures and Forward Contracts – in particular equity futures and currency forwards
  • Plain Vanilla Equity and Currency Options
  • Exotics or Structured Products on Equity and Currency
  • Options Greeks
  • Interest Risk Futures
  • Interest Rate Options
  • Interest Rate Exotics
  • Swaps and Swaptions
  • Credit Derivatives – particularly Credit Default Swaps
  • Commodity Markets and Commodity Derivatives

Who should attend

  • People working in the BFSI domain of IT companies.
  • People employed with Mutual Funds.
  • Employees of Brokerage Houses
  • Banking and Investment Banking professionals

Experts

Professor Basu’s areas of interest in terms of research are in Financial Calculus, Option Pricing, Bond and Portfolio Valuation, Applications of Quantitative Techniques to Finance, Insurance, Reinsurance, Risk Management, Biostatistics and Corporate Finance. He has presented his work at internati...
Sunil K. Parameswaran is the Director & CEO of Tarheel Consultancy Services, Bangalore, a corporate training and management consultancy firm set up by him in 2004. Sunil is a Visiting Faculty at some of the leading business schools in India, including IIM Bangalore, where he anchors courses ...

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Next dates

Sep 24—27, 2019
4 days
Bengaluru, India
INR 95000 ≈USD 1337
INR 23750 per day

How it works

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