Certified Futures Trader
- Offered byVSkills
Certified Futures Trader at VSkills Overview
Duration | 12 hours |
Total fee | ₹3,499 |
Mode of learning | Online |
Credential | Certificate |
Certified Futures Trader at VSkills Highlights
- Earn a certificate of completion from Vskills
- Get Lifelong e-learning access
Certified Futures Trader at VSkills Course details
- Introduction to Futures Trading
- Fundamentals of Futures Markets
- Pricing of Futures Contracts
- Hedging
- Short Term Interest Rate Futures
- Long Term Interest Rate Futures
- Foreign Exchange Futures
- Stock Index Futures
- This certification is meant to significantly improve your Future Trading performance. You will learn the key concepts in Futures Trading
- This certification will cover various areas in futures trading like futures markets basics, VaR, pricing of futures contracts, investment assets, stochastic interest rates, hedging, short-term interest rate futures, t-bills, long-term interest rate futures, foreign exchange futures and stock index futures
Certified Futures Trader at VSkills Curriculum
Introduction
Forward Contracts versus Futures Contracts
Type of Assets Underlying Futures Contracts
Futures Exchanges
Types of Assets Underlying Options Contracts
Options Exchanges
Hedgers, Speculators, and Arbitrageurs
The Role of Futures and Options Markets
Reasons for the Rapid Growth of Derivative Markets
The Recent Indian Story in Derivatives
Electronic Exchanges: The State-of-the-Art
Fundamentals of Futures Markets
Standardization of Futures Contracts
Margins and Marking to Market: General Principles
Spot-Futures Convergence at Expiration
Trading: General Principles
Value at Risk (VaR)
VaR in the Context of Futures Trading in India
Types of Members and the Margining System in India
Types of Orders
Liquidating a Futures Position
Trading Volume versus Open Interest
Conversion Factors When There are Multiple Deliverable Grades
Single Stock Futures
Pricing of Futures Contracts
Notation
Assumptions
Forward Contract on a Security That Provides No Income
Forward Contracts on Assets That Provide a Known Dividend Yield
Forward Contracts on Commodities
Investment Assets
Consumption Assets
Calendar Spreads and Arbitrage
Net Carry
'Backwardation' and 'Contango'
Delivery Options
Imperfect Markets
Synthetic Securities
Forward Price versus Futures Prices
Stochastic Interest Rates
Quasi- Arbitrage
Risk and Futures Prices
Hedging
A Selling Hedge
A Buying Hedge
Lifting a Hedge Prior to the Expiration of the Futures Contract
Basis Risk
Selecting a Futures Contract
A Rolling Hedge
The Hedge Ratio
Estimating the Hedge Ratio
Tailing a Hedge
Quantity Uncertainty
Rationale for Hedging
Hedging Processing Margins
Developing Derivative Exchanges Key Issues
Short -Term Interest Rate Futures
Eurodollars
T-bills
Yields
T-bill Futures
The No-Arbitrage Pricing Condition
Risk Management Using T-bill Futures
Shortening T-bill Maturities
Lengthening T-bill Maturities
Risk Management Using Chained Hedge Ratios
Introduction to Eurodollar Futures
Calculating Profits and Losses on ED Futures
Bundles and Packs
Locking in a Borrowing Rate
Cash and Carry Arbitrage
Reverse Cash and Carry Arbitrage
The No-Arbitrage Pricing Equation
Hedging Rates for Periods Not Equal to Days
Creating a Fixed Rate Loan
Strip versus Stack Hedges
The TED Spread
Long-Term Interest Rate Futures
Fundamentals of Bond Valuation
Duration
The Cash Market
The Futures Market
Conversion Factors
Calculating the Invoice Price for a T-bond
The Cheapest to Deliver Bond
Arbitrage or Risk Arbitrage?
Seller's Options
Hedging
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Certified Futures Trader