Sl.No | Chapter Name | MP4 Download |
---|---|---|
1 | Overview of Derivatives | Download |
2 | Forwards: Introduction & Pricing | Download |
3 | Forwards: Pricing & Arbitrage | Download |
4 | Forwards Pricing: Consumption Assets | Download |
5 | Futures: Introduction & Salient Features | Download |
6 | Futures: Margining & MTM | Download |
7 | Forwards & Futures Prices, Exposure | Download |
8 | Exposure & Risk | Download |
9 | Basics of Futures Hedging | Download |
10 | Futures Hedging: Nuances | Download |
11 | Futures Hedging: No of Contracts | Download |
12 | Futures Hedging: Examples | Download |
13 | Mean Variance Portfolio Theory | Download |
14 | Capital Asset Pricing Model | Download |
15 | Systematic & Unsystematic Risk | Download |
16 | Index Futures: Basic Theory | Download |
17 | Hedging with Index Futures | Download |
18 | Index Futures: Arbitrage, Examples | Download |
19 | Spot Interest Rates & YTM | Download |
20 | YTM, Other Yield Measures | Download |
21 | Interest Rate Risk | Download |
22 | Duration & Price Sensitivities, Immunization | Download |
23 | Interest Rate Futures: Salient Features | Download |
24 | T-Bill Futures: Applications | Download |
25 | T-Bill Futures: Hedging | Download |
26 | T-Bill Futures: Arbitrage; Eurodollar Futures | Download |
27 | Tailing the Hedge; Clean & Dirty Price | Download |
28 | US T-Bond Futures: Salient Features, Pricing | Download |
29 | US T-Bond Futures: Conversion Factor; Options | Download |
30 | Options: Basic Theory | Download |
31 | Options: Put-Call Parity | Download |
32 | Options: Price Bounds, American Options | Download |
33 | American Options: Properties | Download |
34 | Basic Option Trading Strategies | Download |
35 | Option Strategies Contd | Download |
36 | Option Spread Strategies | Download |
37 | Stochastic Processes: Random Walk | Download |
38 | Stochastic Processes: Brownian Motion | Download |
39 | Stochastic Processes: Diffusion Equation | Download |
40 | Stochastic Processes: Central Limit Theorem, Stochastic Calculus | Download |
41 | Stochastic Calculus: Ito’s Equation | Download |
42 | Stock Price Distributions; Fokker Planck Equation & Solution | Download |
43 | Lognormal Distribution | Download |
44 | Option Pricing: Binomial Model, Risk Neutral Valuation | Download |
45 | Option Pricing: Binomial Model Contd | Download |
46 | Girsanov Theorem; Black Scholes Model | Download |
47 | Black Scholes Model Contd… | Download |
48 | Features of BS Model | Download |
49 | Solution of BS PDE; Option Greeks | Download |
50 | Option Greeks: Definition & Properties | Download |
51 | Option Greeks: Further Properties | Download |
52 | Option Greeks: Further Properties, Role in Trading Strategies | Download |
53 | Option Greeks: Further Properties, Role in Trading Strategies Contd… | Download |
54 | Option Greeks: Role in Trading Strategies Contd…; Swaps | Download |
55 | Forward Rate Agreements; Swaps | Download |
56 | Swaps: Theory of Swaps | Download |
57 | Swaps: Valuation of Interest Rate Swaps | Download |
58 | Currency Swaps; Value at Risk | Download |
59 | Value at Risk: Definition & Computation | Download |
60 | Value at Risk: Computation for Bond & Derivative Portfolios | Download |
Sl.No | Chapter Name | English |
---|---|---|
1 | Overview of Derivatives | Download Verified |
2 | Forwards: Introduction & Pricing | Download Verified |
3 | Forwards: Pricing & Arbitrage | Download Verified |
4 | Forwards Pricing: Consumption Assets | Download Verified |
5 | Futures: Introduction & Salient Features | Download Verified |
6 | Futures: Margining & MTM | Download Verified |
7 | Forwards & Futures Prices, Exposure | Download Verified |
8 | Exposure & Risk | Download Verified |
9 | Basics of Futures Hedging | Download Verified |
10 | Futures Hedging: Nuances | Download Verified |
11 | Futures Hedging: No of Contracts | Download Verified |
12 | Futures Hedging: Examples | Download Verified |
13 | Mean Variance Portfolio Theory | Download Verified |
14 | Capital Asset Pricing Model | Download Verified |
15 | Systematic & Unsystematic Risk | Download Verified |
16 | Index Futures: Basic Theory | Download Verified |
17 | Hedging with Index Futures | Download Verified |
18 | Index Futures: Arbitrage, Examples | Download Verified |
19 | Spot Interest Rates & YTM | Download Verified |
20 | YTM, Other Yield Measures | Download Verified |
21 | Interest Rate Risk | Download Verified |
22 | Duration & Price Sensitivities, Immunization | Download Verified |
23 | Interest Rate Futures: Salient Features | Download Verified |
24 | T-Bill Futures: Applications | Download Verified |
25 | T-Bill Futures: Hedging | Download Verified |
26 | T-Bill Futures: Arbitrage; Eurodollar Futures | Download Verified |
27 | Tailing the Hedge; Clean & Dirty Price | Download Verified |
28 | US T-Bond Futures: Salient Features, Pricing | Download Verified |
29 | US T-Bond Futures: Conversion Factor; Options | Download Verified |
30 | Options: Basic Theory | Download Verified |
31 | Options: Put-Call Parity | Download Verified |
32 | Options: Price Bounds, American Options | Download Verified |
33 | American Options: Properties | Download Verified |
34 | Basic Option Trading Strategies | Download Verified |
35 | Option Strategies Contd | Download Verified |
36 | Option Spread Strategies | Download Verified |
37 | Stochastic Processes: Random Walk | Download Verified |
38 | Stochastic Processes: Brownian Motion | Download Verified |
39 | Stochastic Processes: Diffusion Equation | Download Verified |
40 | Stochastic Processes: Central Limit Theorem, Stochastic Calculus | Download Verified |
41 | Stochastic Calculus: Ito’s Equation | Download Verified |
42 | Stock Price Distributions; Fokker Planck Equation & Solution | Download Verified |
43 | Lognormal Distribution | Download Verified |
44 | Option Pricing: Binomial Model, Risk Neutral Valuation | Download Verified |
45 | Option Pricing: Binomial Model Contd | Download Verified |
46 | Girsanov Theorem; Black Scholes Model | Download Verified |
47 | Black Scholes Model Contd… | Download Verified |
48 | Features of BS Model | Download Verified |
49 | Solution of BS PDE; Option Greeks | Download Verified |
50 | Option Greeks: Definition & Properties | Download Verified |
51 | Option Greeks: Further Properties | Download Verified |
52 | Option Greeks: Further Properties, Role in Trading Strategies | Download Verified |
53 | Option Greeks: Further Properties, Role in Trading Strategies Contd… | Download Verified |
54 | Option Greeks: Role in Trading Strategies Contd…; Swaps | Download Verified |
55 | Forward Rate Agreements; Swaps | Download Verified |
56 | Swaps: Theory of Swaps | Download Verified |
57 | Swaps: Valuation of Interest Rate Swaps | Download Verified |
58 | Currency Swaps; Value at Risk | Download Verified |
59 | Value at Risk: Definition & Computation | Download Verified |
60 | Value at Risk: Computation for Bond & Derivative Portfolios | Download Verified |
Sl.No | Language | Book link |
---|---|---|
1 | English | Download |
2 | Bengali | Not Available |
3 | Gujarati | Not Available |
4 | Hindi | Not Available |
5 | Kannada | Not Available |
6 | Malayalam | Not Available |
7 | Marathi | Not Available |
8 | Tamil | Not Available |
9 | Telugu | Not Available |