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Course11010507142 lectures

Commodity Derivatives and Risk Management

Prof. Prabina Rajib · IIT Kharagpur

Start with lecture 1 At NPTEL

Lectures

Week 1:

  1. Lecture 1: Introduction to Commodity Derivatives & Risk Management Video
  2. Lecture 2: Introduction to Commodity Derivatives & Risk Management (Contd.) Video
  3. Lecture 3: Futures Contract Specifications Video
  4. Lecture 4: Futures Contract Specifications (Contd.) Video
  5. Lecture 5: Futures Contract -Mark-to-Market Margin Video

Week 2:

  1. Lecture 6: Commodity Options and Commodity Spreads Video
  2. Lecture 7: Pricing and Valuations of Futures Contract Video
  3. Lecture 8: Pricing and Valuations of Futures Contract (Contd.) Video
  4. Lecture 9: Convenience Field, Contango-Backwardation Video
  5. Lecture 10: Commodity Basic Risk Video

Week 3

  1. Lecture 11: Commodity Basic Risk (Part-II) Video
  2. Lecture 12: Minimum Variance Hedge Ratio (Part I) Video
  3. Lecture 13: Minimum Variance Hedge Ratio (Part II) Video
  4. Lecture 14: Commodity Indexes (Part - I) Video
  5. Lecture 15: Commodity Indexes (Part - II) Video

Week 4

  1. Lecture 16: Agri-Commodity Price Risk Management (Part-I) Video
  2. Lecture 17: Agri-Commodity Price Risk Management (Part-II) Video
  3. Lecture 18: Seasonality in Agri-Commodity, Contango and Backwardation (Part-I) Video
  4. Lecture 19: Seasonality in Agri-Commodity, Contango and Backwardation (Part-II) Video
  5. Lecture 20: Commodity Prices Determination (Part - I) Video

Week 5

  1. Lecture 21: Commodity Prices Determination Part II Video
  2. Lecture 22: Crude Oil Derivatives Part I Video
  3. Lecture 23: Crude Oil Price Determination Video
  4. Lecture 24: Spot-Futures Relationship in Crude Oil (Part I) Video
  5. Lecture 25: Spot-Futures Relationship in Crude Oil (Part II) Video

Week 6

  1. Lecture 26: Hedging of Crude Oil and Refined Product Price Risk (Part I) Video
  2. Lecture 27: Hedging of Crude Oil and Refined Product Price Risk (Part II) Video
  3. Lecture 28: Introduction to Gold and Gold Derivatives Video
  4. Lecture 29: LBMA, Gold Spot Price and Gold Derivatives Video
  5. Lecture 30: OTC Contracts on Gold and Gold Dehedge Video

Week 7:

  1. Lecture 31: Spot Trading of Electricity in India (Part - I) Video
  2. Lecture 32: Spot Trading of Electricity in India (Part - II) Video
  3. Lecture 33: Weather Derivatives (Part-I) Video
  4. Lecture 34: Weather Derivatives (Part-II) Video
  5. Lecture 35: Introduction to Carbon Credit Market Video

Week 8

  1. Lecture 36: Carbon Derivatives Video
  2. Lecture 37:Physical Market for Freight, Freight Exchanges, Freight Indexes Video
  3. Lecture 38 : Hedging Freight rate Risk with Freight Rate Derivatives Video
  4. Lecture 39: Metal Derivatives and London Metal Exchange (LME) Video
  5. Lecture 40 : Real Estate Derivatives Video

Live Session

  1. Live Session 08-07-2021 Video
  2. Live Session 22-09-2021 Video

Syllabus and materials

At NPTEL, as the course publishes them.

Credits and licence

Institution
IIT Kharagpur
Department
Management
Teacher
Prof. Prabina Rajib
Level
Undergraduate
Language
English
Subjects
Business and management
Source
NPTEL
Licence
CC BY-NC-SA, as NPTEL states it. Non-commercial use only. NPTEL's terms
Attribution
NPTEL states: "Distributed under Creative Commons Attribution-ShareAlike / CC BY - NC - SA", beside a BY-NC-SA badge.
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