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Financial Risk Management (FRM) / CFA - Derivatives tutorial
Rating: 3.4 out of 5(13 ratings)
360 students

Financial Risk Management (FRM) / CFA - Derivatives tutorial

This course gives you a detailed insight into Derivatives and can be used while preparing for FRM / CFA Exams
Created byHarry Vadalkar
Last updated 6/2025
English

What you'll learn

  • This course gives you a detailed insight into Derivatives and can be used while preparing for FRM / CFA Exams or for university level Derivatives course
  • I have used Options , future and other derivative by john Hull for reference

Course content

2 sections • 36 lectures • 18h 39m total length

  • Introduction to the course0:37
  • Introduction to Derivatives58:08
  • Chapter 1 problems19:59
  • Future Markets and counterparties46:18

    Learn how futures are traded on exchanges with standardized contracts, initial and maintenance margins, and mark-to-market settlements, including hedging, delivery or cash settlement, and clearing.

  • Chapter 2 problems17:01
  • Hedging strategies using futures19:46
  • Hedging startegies using futures part 235:06

    Learn how futures hedges mitigate price risk and basis risk in oil and jet fuel, using long and short hedge strategies, hedging ratios, and rolling contracts.

  • Chapter 3 Examples11:28

    Compute hedge ratios from correlation and volatility, determine long or short futures positions, and apply hedging strategies to cattle, stock, and beta-adjusted portfolios.

  • Interest rate part 154:28
  • Interest rate part 219:46

    bootstrap zero rates from bond prices, derive forward rates from zero rates, and interpret the yield curve while pricing forwards and forward rate agreements.

  • Chapter 4 problems29:39
  • Chapter 51:22:47

    Explore no-arbitrage pricing of forwards and futures, including income, storage costs, and yields, with examples of arbitrage opportunities.

  • Chapter 5 problems16:07

    Solve chapter five problems by calculating forward prices and future values under continuous compounding with dividend yields and storage costs, applying arbitrage, discounting, and present-value concepts.

  • Chapter 6 : Interest Rate futures48:41
  • Chapter 6 : Interest Rate futures part 213:36
  • Chapter 6 : Interest rate futures sample problems26:19
  • Chapter 7 : SWAPS1:02:39
  • Chapter 7 : SWAPS sample problems19:22
  • Chapter 8 Securitization and the credit crisis of 200727:52

    Explain securitization, mortgage-backed and asset-backed securities, SPVs, and the creation of senior, mezzanine, and equity tranches. Describe the waterfall, CDOs, and how lax lending and regulation sparked the 2007 crisis.

  • Chapter 9 Mechanics of option market46:35
  • Chapter 9 Mechanics of options problems25:24
  • Chapter 10 Properties of Stock Options32:30
  • Chapter 10 Properties of stock options sample problem7:37
  • Chapter 11 : Trading Strategies Involving Options1:29:21
  • Chapter 12 : Binomial Tree1:11:29

    Explore binomial trees to price calls and puts, compare single-stage and two-stage models, cover european and american options, and relate to volatility, risk-free rate, and dividends.

  • Chapter 13 Valuing Stock Options The Black-Scholes Merton Model1:00:42

    Explores valuing stock options with the Black-Scholes-Merton framework, deriving call and put prices for lognormal stock prices, using volatility, risk-free rate, and time to maturity, including dividends.

  • Chapter 14 : Employee stock options17:29
  • Chapter 15 : Options on stock indices and currencies1:03:37
  • Chapter 17 : THe greek letters part 136:05
  • Chapter 17 :The greek letters part 23:47
  • Chapter 17 : Option Greeks and Positions based on greeks36:45
  • Chapter 18 :Derivative mishaps and what we can learn form them12:11
  • Links to all courses0:20
  • connect with me0:23

Requirements

  • Basics of investing

Description

Course Description:
Unlock the world of financial derivatives with this comprehensive and practical course on options, futures, forward contracts, and swaps. Whether you're a finance student, aspiring trader, risk manager, or investment professional, this course is designed to build your confidence in using and analyzing derivative instruments—critical tools in modern financial markets.

Why Take This Course?
Derivatives are at the heart of global finance. They are used to hedge risks, speculate on price movements, and structure complex investment strategies. Professionals with strong skills in derivatives are in high demand in top financial hubs like New York, London, Hong Kong, and Toronto.

What You’ll Learn:

  • The structure and mechanics of options, forwards, futures, and swaps

  • The differences between exchange-traded and over-the-counter (OTC) contracts

  • How to price derivatives using industry-standard models

  • Real-world applications in hedging, arbitrage, and speculation

  • How interest rate swaps and currency derivatives help manage corporate and portfolio risk

Key Topics Include:

  • Call vs. Put Options, Payoff Diagrams, and Greeks

  • Forward vs. Futures Pricing and Settlement

  • Use of Derivatives in Equity, Commodity, and FX Markets

  • Introduction to Swaps (Interest Rate, Currency, Total Return)

  • Case Studies from Wall Street and Global Markets

Who This Course Is For:

  • Finance and economics students preparing for CFA or FRM exams

  • Professionals in banking, asset management, and fintech

  • Traders and investors seeking to enhance their portfolio strategies

  • Anyone interested in understanding the “why” and “how” behind derivatives

Tools & Techniques:
You'll gain exposure to real-market examples, pricing models, and interactive scenarios that simplify complex concepts. By the end of this course, you’ll know how to analyze and apply derivatives to real-world financial challenges.

Start mastering derivatives today and prepare yourself for exciting roles in financial analysis, trading, portfolio management, risk consulting, and quantitative finance

Who this course is for:

  • Accounting and Finance students
  • FRM/CFA Students

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