Derivatives - Forward Contracts
Published 10/2023
MP4 | Video: h264, 1920x1080 | Audio: AAC, 44.1 KHz
Language: English | Size: 2.69 GB | Duration: 4h 56m

Learn about the Derivative market and understanding the forward contracts and its relationship with interest rates

What you'll learn
Introduction to Forwards
Relationship between Interest rate and Forwards
Determination of Forward price
Commodity Forwards
Foreign Exchange Risk
Requirements
Basic terminologies associated with banks
Knowledge of basic financial concepts
Description
The course discusses about the Derivative market and understanding the forward contracts and its relationship with interest rates. This training are for all those who are new to forward contracts but want a deeper understanding of them and how they work with practical examples.The training will include the following;- Introduction to Forwards- Relationship between Interest rate and Forwards- Determination of Forward price- Commodity Forwards- Foreign Exchange RiskA forward contract is a customized contract between two parties to buy or sell an asset at a specified price on a future date. A forward contract can be used for hedging or speculation, although its non-standardized nature makes it particularly apt for hedging. A forward contract, often shortened to just forward, is a contract agreement to buy or sell an asset at a specific price on a specified date in the future. Since the forward contract refers to the underlying asset that will be delivered on the specified date, it is considered a type of derivative. A forward contract is an agreement between two parties to trade a specific quantity of an asset for a pre-specified price at a specific date in the future. Forwards are very similar to futures; however, there are key differences. A forward long position benefits when, on the maturation/expiration date, the underlying asset has risen in price, while a forward short position benefits when the underlying asset has fallen in price.Advantages of forward contracts:High degree of customisation: Forward contracts can be customised to suit the requirements of the parties involved. No margin requirement: While trading in forward contracts, no prerequisite margin is required. Risks involved in forward contracts:Counterparty risk: If either of the parties involved decline to honour the contract, the deal will not be completed. This is known as the counterparty risk.No regulator: This is an over-the-counter (OTC) agreement, and there is no third-party regulator involved. Simply put, there is no one to hold both the parties accountable.In order to overcome the risk associated with forward contracts, future contracts were introduced.
Overview
Section 1: Introduction
Lecture 1 Introduction to Forward Derivatives
Lecture 2 Introduction to Forward Derivatives Continues
Section 2: Relationship Between Forwards and Interest Rates
Lecture 3 Forward Contract and Payoff Profiles
Lecture 4 Example of Forward Derivatives
Lecture 5 Compounding
Lecture 6 Example of Compounding
Lecture 7 Spot rates and Bond Pricing
Lecture 8 Bootstrapping Spot Example
Lecture 9 Forward Rate Agreement
Lecture 10 Forward Rate Agreement Continues
Lecture 11 Duration and Convexity in Forward Rates
Section 3: Determination of Forward Price
Lecture 12 Determination of Forward Price
Lecture 13 Determination of Forward Price Continues
Lecture 14 Forward Pricing with No Interim Cash Flow
Lecture 15 Forward Pricing with Stock Index Forward Contract
Section 4: Computation of Forwards
Lecture 16 Forward Price with Carrying Cost Example
Lecture 17 Forward Price With Short Position Example
Lecture 18 Commodity Forward
Lecture 19 Example fog Commodity Forwards
Lecture 20 Cash and Carry Arbitrage if Overpriced Futures
Lecture 21 Cash and Carry Arbitrage if Underpriced Futures
Lecture 22 Lease Rates in Commodity Forwards
Lecture 23 Example of Lease Rates
Lecture 24 Storage Cost in Commodity Forwards
Lecture 25 Example of Storage Cost
Lecture 26 Characteristics of Commodity Forwards
Lecture 27 Characteristics of Commodity Forwards Continues
Section 5: Foreign Exchange Risk and Computation of Forwards
Lecture 28 Foreign Exchange Risk
Lecture 29 Example of Foreign Exchange Risk
Lecture 30 On Balance Sheet Hedging
Lecture 31 Off Balance Sheet Hedging
Lecture 32 Interest Rate Parity in Foreign Exchange Risk
Lecture 33 Interest Rate Parity in Foreign Exchange Risk Continues
Students,Finance professionals,Anyone who wants to learn about how risk management and derivative product forward contracts

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