Derivatives

Comprehensive derivatives curriculum from pricing theory to hedging applications. Options, forwards, swaps, and exotic instruments with rigorous mathematical treatment and practical case studies.

60 Hours Content
12 Modules Curriculum
Vol II: 19-23 Source
6 Case Studies Applications
BLACK-SCHOLES-MERTON
C = S·N(d₁) - K·e⁻ʳᵀ·N(d₂)
The foundation of modern derivatives pricing. From this single equation, we derive the entire hedging and risk management framework.

Course Modules

MODULE 1
Forward & Futures Pricing
Arbitrage-free pricing of forwards and futures. Cost of carry, convenience yield, and basis risk.
  • No-arbitrage principle
  • Cost of carry model
  • Basis and convergence
MODULE 2
Option Fundamentals
Option payoffs, put-call parity, and the binomial model. Building intuition before continuous-time models.
  • Payoff diagrams
  • Put-call parity
  • Binomial trees
MODULE 3
Black-Scholes-Merton
Derivation and application of the BSM model. Assumptions, limitations, and practical adjustments.
  • BSM derivation
  • Assumptions and limits
  • Numerical implementation
MODULE 4
Greeks & Risk Management
Delta, gamma, theta, vega, rho. Hedging strategies and risk monitoring for option portfolios.
  • Greek derivation
  • Delta-gamma hedging
  • Vega exposure
MODULE 5
Volatility
Implied volatility, volatility surfaces, and smile dynamics. From term structure to skew.
  • Implied vol extraction
  • Volatility surface
  • Local vol and SABR
MODULE 6
Interest Rate Derivatives
Swaps, caps, floors, and swaptions. Curve construction and rate model calibration.
  • IRS pricing
  • Cap/floor valuation
  • Swaption models
MODULE 7
FX Derivatives
Currency options, cross-currency swaps, and hedging international exposures.
  • FX option pricing
  • Cross-currency swaps
  • Corporate hedging
MODULE 8
Credit Derivatives
CDS pricing and hedging. Credit indices, tranches, and correlation risk.
  • CDS mechanics
  • Credit curves
  • Index and tranches
MODULE 9
Exotic Options
Barrier options, Asian options, lookbacks, and path-dependent structures.
  • Barrier pricing
  • Monte Carlo methods
  • Finite differences
MODULE 10
Structured Products
Equity-linked notes, principal protection, and structured deposit decomposition.
  • Product decomposition
  • Pricing and hedging
  • Risk disclosure
MODULE 11
Corporate Hedging
Designing hedging programs for corporate treasury. Hedge accounting and effectiveness testing.
  • Policy design
  • Instrument selection
  • Hedge accounting
MODULE 12
Derivatives Disasters
Case studies in what went wrong. Metallgesellschaft, LTCM, Barings, and lessons for risk management.
  • Case analysis
  • Governance failures
  • Control frameworks

Applied Case Studies

Metallgesellschaft
Stack-and-Roll Hedge Failure
$1.5B loss from mismatched hedge duration and liquidity crisis. Analyze the hedge ratio problem and cash flow mismatch.
LTCM
Convergence Trade Blow-Up
$4.6B fund collapse from correlation breakdown. Examine leverage, liquidity, and model risk.
EUR/CHF Flash Crash
Options vs Stop-Loss
25% overnight move. Compare stop-loss costs (33,778 EUR worst case) vs put protection (6,951 EUR).
Southwest Airlines
Jet Fuel Hedging Program
Long-term hedging strategy that saved billions. Analyze collar structures and hedge ratio optimization.
Ashanti Goldfields
Gold Hedge Book Crisis
Margin call crisis from aggressive forward sales. Study mark-to-market risk and restructuring.
Porsche/VW
Options Accumulation Strategy
€6B profit from hidden options accumulation. Analyze cash-settled derivative disclosure.

Master Derivatives

From pricing theory to real-world hedging disasters. Build the complete derivatives toolkit.

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