Demystifying Indian Equity Derivatives

Objectives

The programme aims to bring together both experienced and emerging professionals to:

1. Gain an in-depth understanding of the Indian equity derivatives markets.
2. Learn the mathematical and economic foundations of derivatives pricing and risk management.
3. Explore various strategies for combining derivatives for effective trading and risk management.
4. Understand the practicalities of margin requirements at Indian exchanges and clearing corporations.

Contents

• Overview of Indian equity derivatives markets
• Purpose served by futures and options
• Understanding futures and options prices
• Use of futures and options in practice
• Understanding implied volatility and volatility smile
• Option trading and risk management strategies
• Understanding margins

Who Should Attend

This programme is ideal for a diverse group of professionals, including:

• High Net Worth Individuals (HNIs) seeking to enhance their understanding and use of equity derivatives and financial markets.
• Risk analysts, corporate treasury professionals, and finance managers from organizations of all sizes—including SMEs and large enterprises—looking to improve their risk management and trading strategies.
• The program is relevant for professionals across all management levels — junior, middle, and senior

Pedagogy

The pedagogy would predominantly consist of lectures, in-class and take-home exercises and case discussions drawn from real-world use cases of equity derivatives.