# Financial Derivatives & Risk Management

- Institution: IIT Roorkee
- Department: Management
- Teacher: Prof. J. P. Singh
- Level: Undergraduate
- Language: English
- Subjects: Business and management
- Source: [NPTEL](https://nptel.ac.in/courses/110107128)
- Licence: [CC BY-NC-SA](https://nptel.ac.in/faq) (Non-commercial use only.)
- Syllabus: [at the source](https://nptel.ac.in/courses/110107128)
- Who can watch: Tweens profiles and older (sources give no ratings; placed by Invisible Network from the source's own words)

## Lectures

1. [Overview of Derivatives](https://invisiblenetwork.ai/learn/nptel/110107128/3b7ce7d0e22e) (Video)
2. [Forwards: Introduction & Pricing](https://invisiblenetwork.ai/learn/nptel/110107128/e3276bdf0345) (Video)
3. [Forwards: Pricing & Arbitrage](https://invisiblenetwork.ai/learn/nptel/110107128/935dc8f14675) (Video)
4. [Forwards Pricing: Consumption Assets](https://invisiblenetwork.ai/learn/nptel/110107128/9c986802498d) (Video)
5. [Futures: Introduction & Salient Features](https://invisiblenetwork.ai/learn/nptel/110107128/1df1b2b39fda) (Video)
6. [Futures: Margining & MTM](https://invisiblenetwork.ai/learn/nptel/110107128/2e84c391b18a) (Video)
7. [Forwards & Futures Prices, Exposure](https://invisiblenetwork.ai/learn/nptel/110107128/695c531b6f4c) (Video)
8. [Exposure & Risk](https://invisiblenetwork.ai/learn/nptel/110107128/5f9eda617bd3) (Video)
9. [Basics of Futures Hedging](https://invisiblenetwork.ai/learn/nptel/110107128/0290cf89ee48) (Video)
10. [Futures Hedging: Nuances](https://invisiblenetwork.ai/learn/nptel/110107128/aaa63343accf) (Video)
11. [Futures Hedging: No of Contracts](https://invisiblenetwork.ai/learn/nptel/110107128/ab56c966a308) (Video)
12. [Futures Hedging: Examples](https://invisiblenetwork.ai/learn/nptel/110107128/3e97e023964c) (Video)
13. [Mean Variance Portfolio Theory](https://invisiblenetwork.ai/learn/nptel/110107128/be54415b2297) (Video)
14. [Capital Asset Pricing Model](https://invisiblenetwork.ai/learn/nptel/110107128/c282d8144dae) (Video)
15. [Systematic & Unsystematic Risk](https://invisiblenetwork.ai/learn/nptel/110107128/221a1740b6fb) (Video)
16. [Index Futures: Basic Theory](https://invisiblenetwork.ai/learn/nptel/110107128/677bbb87fcf7) (Video)
17. [Hedging with Index Futures](https://invisiblenetwork.ai/learn/nptel/110107128/2c189641364e) (Video)
18. [Index Futures: Arbitrage, Examples](https://invisiblenetwork.ai/learn/nptel/110107128/e9afc2f1db64) (Video)
19. [Spot Interest Rates & YTM](https://invisiblenetwork.ai/learn/nptel/110107128/69ebe6523b9b) (Video)
20. [YTM, Other Yield Measures](https://invisiblenetwork.ai/learn/nptel/110107128/ffd6ed5ea780) (Video)
21. [Interest Rate Risk](https://invisiblenetwork.ai/learn/nptel/110107128/7cb62bbeabcf) (Video)
22. [Duration & Price Sensitivities, Immunization](https://invisiblenetwork.ai/learn/nptel/110107128/3c6c61b7ca48) (Video)
23. [Interest Rate Futures: Salient Features](https://invisiblenetwork.ai/learn/nptel/110107128/fea8bed3f9da) (Video)
24. [T-Bill Futures: Applications](https://invisiblenetwork.ai/learn/nptel/110107128/5970017edf36) (Video)
25. [T-Bill Futures: Hedging](https://invisiblenetwork.ai/learn/nptel/110107128/53ea7c94141e) (Video)
26. [T-Bill Futures: Arbitrage; Eurodollar Futures](https://invisiblenetwork.ai/learn/nptel/110107128/75b77f010b85) (Video)
27. [Tailing the Hedge; Clean & Dirty Price](https://invisiblenetwork.ai/learn/nptel/110107128/5049db66dca3) (Video)
28. [US T-Bond Futures: Salient Features, Pricing](https://invisiblenetwork.ai/learn/nptel/110107128/1a7648e7409b) (Video)
29. [US T-Bond Futures: Conversion Factor; Options](https://invisiblenetwork.ai/learn/nptel/110107128/4c25414b7f5d) (Video)
30. [Options: Basic Theory](https://invisiblenetwork.ai/learn/nptel/110107128/bf4aaa952193) (Video)
31. [Options: Put-Call Parity](https://invisiblenetwork.ai/learn/nptel/110107128/90188588f282) (Video)
32. [Options: Price Bounds, American Options](https://invisiblenetwork.ai/learn/nptel/110107128/af00ceb3954c) (Video)
33. [American Options: Properties](https://invisiblenetwork.ai/learn/nptel/110107128/d5f23583176c) (Video)
34. [Basic Option Trading Strategies](https://invisiblenetwork.ai/learn/nptel/110107128/6037774bce34) (Video)
35. [Option Strategies Contd](https://invisiblenetwork.ai/learn/nptel/110107128/f9d3b948ac2b) (Video)
36. [Option Spread Strategies](https://invisiblenetwork.ai/learn/nptel/110107128/17ee60493645) (Video)
37. [Stochastic Processes: Random Walk](https://invisiblenetwork.ai/learn/nptel/110107128/dcb2428506f3) (Video)
38. [Stochastic Processes: Brownian Motion](https://invisiblenetwork.ai/learn/nptel/110107128/b8af135eb641) (Video)
39. [Stochastic Processes: Diffusion Equation](https://invisiblenetwork.ai/learn/nptel/110107128/4e72895cc76e) (Video)
40. [Stochastic Processes: Central Limit Theorem, Stochastic Calculus](https://invisiblenetwork.ai/learn/nptel/110107128/1a64ddfd712c) (Video)
41. [Stochastic Calculus: Ito's Equation](https://invisiblenetwork.ai/learn/nptel/110107128/0b3f87830657) (Video)
42. [Stock Price Distributions; Fokker Planck Equation & Solution](https://invisiblenetwork.ai/learn/nptel/110107128/956c8ae6800f) (Video)
43. [Lognormal Distribution](https://invisiblenetwork.ai/learn/nptel/110107128/ad4dc9ef8965) (Video)
44. [Option Pricing: Binomial Model, Risk Neutral Valuation](https://invisiblenetwork.ai/learn/nptel/110107128/256b9a2804d5) (Video)
45. [Option Pricing: Binomial Model Contd](https://invisiblenetwork.ai/learn/nptel/110107128/378f8564e43c) (Video)
46. [Girsanov Theorem; Black Scholes Model](https://invisiblenetwork.ai/learn/nptel/110107128/a20fff25817e) (Video)
47. [Black Scholes Model Contd.](https://invisiblenetwork.ai/learn/nptel/110107128/bb547e2ef525) (Video)
48. [Features of BS Model](https://invisiblenetwork.ai/learn/nptel/110107128/fd316bf9c7c3) (Video)
49. [Solution of BS PDE; Option Greeks](https://invisiblenetwork.ai/learn/nptel/110107128/7698ac925810) (Video)
50. [Option Greeks: Definition & Properties](https://invisiblenetwork.ai/learn/nptel/110107128/42ea6ca69940) (Video)
51. [Option Greeks: Further Properties](https://invisiblenetwork.ai/learn/nptel/110107128/ffe0164281e8) (Video)
52. [Option Greeks: Further Properties, Role in Trading Strategies](https://invisiblenetwork.ai/learn/nptel/110107128/dcdcee938268) (Video)
53. [Option Greeks: Further Properties, Role in Trading Strategies Contd.](https://invisiblenetwork.ai/learn/nptel/110107128/116a1cc46b57) (Video)
54. [Option Greeks: Role in Trading Strategies Contd.; Swaps](https://invisiblenetwork.ai/learn/nptel/110107128/2359b4703ece) (Video)
55. [Forward Rate Agreements; Swaps](https://invisiblenetwork.ai/learn/nptel/110107128/25427cd8279c) (Video)
56. [Swaps: Theory of Swaps](https://invisiblenetwork.ai/learn/nptel/110107128/15ba193b300c) (Video)
57. [Swaps: Valuation of Interest Rate Swaps](https://invisiblenetwork.ai/learn/nptel/110107128/62bacf87c0f1) (Video)
58. [Currency Swaps; Value at Risk](https://invisiblenetwork.ai/learn/nptel/110107128/3d59e3a3e527) (Video)
59. [Value at Risk: Definition & Computation](https://invisiblenetwork.ai/learn/nptel/110107128/946effb7627d) (Video)
60. [Value at Risk: Computation for Bond & Derivative Portfolios](https://invisiblenetwork.ai/learn/nptel/110107128/7a3cbcf5ccbc) (Video)
61. [Live Session 17-09-2019](https://invisiblenetwork.ai/learn/nptel/110107128/3b7ce7d0e22e-2) (Video)