The following information is available on Derivatives

1. Myths behind Derivatives.

2. Investors Guide to Derivatives

3. Workbook on Derivatives (Available by e-mail- Please request)

Contents

1 Introduction to Derivatives

   1.1 The development of Exchange- Traded derivatives
   1.2 Forward Contracts
   1.3 Limitations of forward markets
   1.4 Introduction to futures
   1.5 Index Futures
   1.6 Introduction to Options

2 Pricing of Index futures

   2.1 The Cost of Carry Model
   2.2 Futures contracts on equity
   2.3 Index Futures
   2.4 Futures Pricing in case of expected dividend yield
   2.5 Nuances

3 Trading, Clearing and Settlement

   3.1 Trading
   3.2 Clearing and Settlement
   3.3 Initial Margin

4 Using Index Futures

   4.1 H1: Long stock, short S&P CNX Nifty futures
   4.2 H2: Short stock, long S&P CNX Nifty futures
   4.3 H3: Have portfolio, short S&P CNX Nifty futures
   4.4 H4: Have funds, buy S&P CNX Nifty futures
   4.5 S5: Bullish index, long S&P CNX Nifty futures
   4.6 S5: Bearish index, short S&P CNX Nifty futures
   4.7 A7: Have funds, lend them to the market
   4.8 A8: Have securities, lend them to the market

5 Regulatory Framework

6 Initial margin requirements

   6.1 Risk Management
   6.2 J R Verma Group Report

7 Glossary
For a complete look at the workbook click here
(please note it will take a few minutes to download because of the large file size)