1. Course Content

1. REVIEW

• A second look at derivative contracts
• Standard Template for Evaluating Derivatives 

2. VANILLA PRODUCTS

• Options

3. PRICING BASICS

• Option Price
• European Option Price

4. GREEKS AND BINOMIAL TREES

• American Option Price

5. OPTIONS ON SHARES, STOCKS, CURRENCIES AND EQUITIES

• Stock Options
• Foreign Currency Options
• Index Options
• Futures Options
• Warrants
• Employee Stock Options
• Convertibles

6. OPTIONS ON RATES

• Bond Options
• Interest Rate Caps/ Floors/ Collars
• European Swap Options

7. EXOTIC OPTIONS

• Bermuda Option
• Quanto Option
• Composite Option
• Digital or Binary or “All or nothing” Options
• Barrier Options
• Asian Options
• Average Strike Options
• Look back Options
• Compound Options
• Chooser (As you like it) Options
• Exchange Options
• Forward Start Options
• Basket Options
• Shout Options

8. FORWARD CONTRACTS

• Forward Price
• Synthetic Forward Contract
• Forward Rate Agreement

9. FUTURES

• Futures Price
• Stock Index Futures
• Futures Contracts on Currencies
• Futures Contracts on Commodities
• Interest Rate Futures

10. SWAPS

• Interest Rate Swap
• Currency Swap
• Variations to Plain Vanilla Swaps

EXCEL Examples

No

2. Introduction

A typical derivative deal comes with a long list of qualifications that are presented and shared with customers in the form of a term sheet. A term sheet is generally executed as a legally binding document with a number of clauses and warning labels.

3. Buy this course

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