BA9261 DERIVATIVES MANAGEMENT Syllabus for 3rd Sem MBA -Finance Elective-Third semester - Regulation 2009 - Anna University


BA9261 DERIVATIVES MANAGEMENT Syllabus for 3rd Sem MBA -Finance Elective-Third semester - Regulation 2009 - Anna University

BA9261                                    DERIVATIVES MANAGEMENT                                        LT P C
3 0 0 3

UNIT  I            INTRODUCTION                                                                                                 10
Derivatives Definition Types Forward Contracts Futures Contracts –         Options         Swaps Differences between Cash and Future Markets Types of          Traders   OTC  and Exchange Traded Securities Types of Settlement Uses and Advantages of Derivatives Risks in Derivatives.

UNIT  II           FUTURES CONTRACT                                                                                      10
Specifications of Futures Contract - Margin Requirements Marking to Market Hedging using Futures Types of Futures Contracts Securities, Stock Index     Futures,     Currencies     and Commodities Delivery Options Relationship between    Future  Prices,  Forward  Prices  and Spot Prices.

UNIT  III          OPTIONS                                                                                                            10
Definition Exchange Traded Options, OTC Options Specifications of Options   Call and Put Options American and European Options Intrinsic Value an Tim Valu o Option Option payoff, options on Securities, Stock Indices, Currencies and Futures Options pricing models Differences between future and Option contracts.

UNIT  IV         SWAPS                                                                                                                 7
Definition of SWAP Interest Rate SWAP Currency SWAP Role of Financial Intermediary Warehousing Valuation of Interest rate SWAPs and Currency     SWAPs Bonds  and FRNs Credit Risk.

UNIT  V          DERIVATIVES IN INDIA                                                                                       8
Evolution of Derivatives Market in India Regulations - Framework Exchange  Trading        in Derivatives Commodity Futures Contract Terminology and       Specifications     for     Stock Options and Index Options in NSE Contract         Terminology  and  specifications  for  stock futures and  Index futures in NSE  Contract Terminology and Specifications for Interest Rate Derivatives.
TOTAL: 45 PERIODS TEXT BOOKS
1.  John.C.Hull, Options, Futures and other Derivative Securities, PHI Learning, 7th  Edition,
2008
2.  Keith Redhead, Financial Derivatives An Introduction to Futures, Forwards, Options and
SWAPs, PHI Learning, 2008.



REFERENCES
1.  Stulz, Risk Management and Derivaties, Cengage Learning, 1st Edition, 2008.
2.  Varma, Derivaties and Risk Management, 1st Edition, 2008.
3.  David  Dubofsky   Option  and  Financial  Futures   Valuation  and  Uses,  McGraw  Hill
International Edition.
4 S.L.Gupta, Financial Derivaties- Theory, Concepts and Practice, Prentice Hall Of India,
2008.
5.  Website of NSE, BSE.

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