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Derivative Engineering Advance Syllabus: Straddle Strangle Butterfly Condor

This syllabus covers derivatives engineering and advanced concepts. It introduces futures, forwards, and options, including pricing models and strategies for arbitrage. It explores different option strategies depending on market conditions, including spreads, straddles, and strangles. Key option sensitivities like delta, gamma, and theta are examined. The syllabus concludes by comparing futures and options, and outlining strategies for indexes and stocks based on options.

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34 views1 page

Derivative Engineering Advance Syllabus: Straddle Strangle Butterfly Condor

This syllabus covers derivatives engineering and advanced concepts. It introduces futures, forwards, and options, including pricing models and strategies for arbitrage. It explores different option strategies depending on market conditions, including spreads, straddles, and strangles. Key option sensitivities like delta, gamma, and theta are examined. The syllabus concludes by comparing futures and options, and outlining strategies for indexes and stocks based on options.

Uploaded by

kumarkeshav
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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DERIVATIVE ENGINEERING ADVANCE SYLLABUS

INTRODUCTION TO DERIVATIVE

FUTURE & FORWARD

FUTURE & FORWARD FAIR PRICING VALUATION

APPLICATION OF FUTURE & FORWARD TO MAKING ARBITRAGE PROFIT

OPTION basic concept

OPTION STRATIGIES

If market Direction not Clear

Straddle

Strangle

Butterfly

Condor

If Market Direction Clear

Bullish vertical spread

Bearish vertical spread

Strip

Strap

Horizontal spread

Disonal spread

Ratio spread

OPTION SENSTIVITIES (GREEKS)

DELTA/VEGA/GAMMA / RHO/THETA

DETLA HEDGING

TRADITIONAL VS . REVARSAL

FUTURE VS. OPTION

OPTION VS. OPTION

STRATEGY BASED ON OPTION FOR NIFTY/BANKNIFTY/HIGH BETA STOCKS

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