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Nellore (A.P)
Dept of MBA
Course objective : The objective of this course is to make students efficient in the
area of Financial Derivatives, giving them the knowledge of basics in Financial
Derivatives, Future Markets, Option Strategies, etc.
S.NO Date Hour Topics to be covered Teaching aids/ reference remarks
books
16 Problems Chalk/duster R2
19 Problems Chalk/duster R2
I MID EXAMINATIONS -
27 Problems Chalk/duster
31 problems Chalk/duster R2
32 Case study
39 Case study R3
40 Problems Chalk/duster R2
48 Problems Chalk/duster
49 CASE STUDY R3
2 MID-EXAMS-
FINANCIAL DERIVATIVES
QUESTION BANK
3. What are the different types of derivatives available in the Indian market?
4. Explain about the fundamental linkage b/w spot and derivative market.
Unit-2
1. Write about future and forward contract & give characteristics of forward market?
4. Explain the following A). Types of Hedging B). Basis risk v/s price risk
5. Write about trading mechanism of futures contract
Unit-3
Unit-4
3. A stock is currently selling for rs. 400. The price of call option expiring six months
is as follows:
Investor feels is unlikely that stock price will move significantly in next months.
Draw a butterfly spread with the given options.
Unit-5
6. What is credit risk in swaps? Explain how risk can be managed using swaps.