Modules / Lectures


Sl.No Chapter Name MP4 Download
1Overview of DerivativesDownload
2Forwards: Introduction & PricingDownload
3Forwards: Pricing & ArbitrageDownload
4Forwards Pricing: Consumption AssetsDownload
5Futures: Introduction & Salient FeaturesDownload
6Futures: Margining & MTMDownload
7Forwards & Futures Prices, Exposure Download
8Exposure & RiskDownload
9Basics of Futures HedgingDownload
10Futures Hedging: NuancesDownload
11Futures Hedging: No of ContractsDownload
12Futures Hedging: ExamplesDownload
13Mean Variance Portfolio TheoryDownload
14Capital Asset Pricing ModelDownload
15Systematic & Unsystematic RiskDownload
16Index Futures: Basic TheoryDownload
17Hedging with Index Futures Download
18Index Futures: Arbitrage, ExamplesDownload
19Spot Interest Rates & YTMDownload
20YTM, Other Yield MeasuresDownload
21Interest Rate RiskDownload
22Duration & Price Sensitivities, ImmunizationDownload
23Interest Rate Futures: Salient FeaturesDownload
24T-Bill Futures: ApplicationsDownload
25T-Bill Futures: HedgingDownload
26T-Bill Futures: Arbitrage; Eurodollar FuturesDownload
27Tailing the Hedge; Clean & Dirty PriceDownload
28US T-Bond Futures: Salient Features, PricingDownload
29US T-Bond Futures: Conversion Factor; OptionsDownload
30Options: Basic TheoryDownload
31Options: Put-Call ParityDownload
32Options: Price Bounds, American OptionsDownload
33American Options: PropertiesDownload
34Basic Option Trading StrategiesDownload
35Option Strategies ContdDownload
36Option Spread Strategies Download
37Stochastic Processes: Random WalkDownload
38Stochastic Processes: Brownian MotionDownload
39Stochastic Processes: Diffusion EquationDownload
40Stochastic Processes: Central Limit Theorem, Stochastic CalculusDownload
41Stochastic Calculus: Ito’s Equation Download
42Stock Price Distributions; Fokker Planck Equation & SolutionDownload
43Lognormal DistributionDownload
44Option Pricing: Binomial Model, Risk Neutral Valuation Download
45Option Pricing: Binomial Model ContdDownload
46Girsanov Theorem; Black Scholes ModelDownload
47Black Scholes Model Contd… Download
48Features of BS Model Download
49Solution of BS PDE; Option GreeksDownload
50Option Greeks: Definition & Properties Download
51Option Greeks: Further PropertiesDownload
52Option Greeks: Further Properties, Role in Trading Strategies Download
53Option Greeks: Further Properties, Role in Trading Strategies Contd… Download
54Option Greeks: Role in Trading Strategies Contd…; SwapsDownload
55Forward Rate Agreements; Swaps Download
56Swaps: Theory of SwapsDownload
57Swaps: Valuation of Interest Rate SwapsDownload
58Currency Swaps; Value at Risk Download
59Value at Risk: Definition & Computation Download
60Value at Risk: Computation for Bond & Derivative PortfoliosDownload

Sl.No Chapter Name English
1Overview of DerivativesDownload
Verified
2Forwards: Introduction & PricingDownload
Verified
3Forwards: Pricing & ArbitrageDownload
Verified
4Forwards Pricing: Consumption AssetsDownload
Verified
5Futures: Introduction & Salient FeaturesDownload
Verified
6Futures: Margining & MTMDownload
Verified
7Forwards & Futures Prices, Exposure Download
Verified
8Exposure & RiskDownload
Verified
9Basics of Futures HedgingDownload
Verified
10Futures Hedging: NuancesDownload
Verified
11Futures Hedging: No of ContractsDownload
Verified
12Futures Hedging: ExamplesDownload
Verified
13Mean Variance Portfolio TheoryDownload
Verified
14Capital Asset Pricing ModelDownload
Verified
15Systematic & Unsystematic RiskDownload
Verified
16Index Futures: Basic TheoryDownload
Verified
17Hedging with Index Futures Download
Verified
18Index Futures: Arbitrage, ExamplesDownload
Verified
19Spot Interest Rates & YTMDownload
Verified
20YTM, Other Yield MeasuresDownload
Verified
21Interest Rate RiskDownload
Verified
22Duration & Price Sensitivities, ImmunizationDownload
Verified
23Interest Rate Futures: Salient FeaturesDownload
Verified
24T-Bill Futures: ApplicationsDownload
Verified
25T-Bill Futures: HedgingDownload
Verified
26T-Bill Futures: Arbitrage; Eurodollar FuturesDownload
Verified
27Tailing the Hedge; Clean & Dirty PriceDownload
Verified
28US T-Bond Futures: Salient Features, PricingDownload
Verified
29US T-Bond Futures: Conversion Factor; OptionsDownload
Verified
30Options: Basic TheoryDownload
Verified
31Options: Put-Call ParityDownload
Verified
32Options: Price Bounds, American OptionsDownload
Verified
33American Options: PropertiesDownload
Verified
34Basic Option Trading StrategiesDownload
Verified
35Option Strategies ContdDownload
Verified
36Option Spread Strategies Download
Verified
37Stochastic Processes: Random WalkDownload
Verified
38Stochastic Processes: Brownian MotionDownload
Verified
39Stochastic Processes: Diffusion EquationDownload
Verified
40Stochastic Processes: Central Limit Theorem, Stochastic CalculusDownload
Verified
41Stochastic Calculus: Ito’s Equation Download
Verified
42Stock Price Distributions; Fokker Planck Equation & SolutionDownload
Verified
43Lognormal DistributionDownload
Verified
44Option Pricing: Binomial Model, Risk Neutral Valuation Download
Verified
45Option Pricing: Binomial Model ContdDownload
Verified
46Girsanov Theorem; Black Scholes ModelDownload
Verified
47Black Scholes Model Contd… Download
Verified
48Features of BS Model Download
Verified
49Solution of BS PDE; Option GreeksDownload
Verified
50Option Greeks: Definition & Properties Download
Verified
51Option Greeks: Further PropertiesDownload
Verified
52Option Greeks: Further Properties, Role in Trading Strategies Download
Verified
53Option Greeks: Further Properties, Role in Trading Strategies Contd… Download
Verified
54Option Greeks: Role in Trading Strategies Contd…; SwapsDownload
Verified
55Forward Rate Agreements; Swaps Download
Verified
56Swaps: Theory of SwapsDownload
Verified
57Swaps: Valuation of Interest Rate SwapsDownload
Verified
58Currency Swaps; Value at Risk Download
Verified
59Value at Risk: Definition & Computation Download
Verified
60Value at Risk: Computation for Bond & Derivative PortfoliosDownload
Verified


Sl.No Language Book link
1EnglishDownload
2BengaliNot Available
3GujaratiNot Available
4HindiNot Available
5KannadaNot Available
6MalayalamNot Available
7MarathiNot Available
8TamilNot Available
9TeluguNot Available