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Last updated:

September 26, 2023

Duration:

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FREE

This course includes:

Unlimited Duration

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Description

Commodity Derivatives and Risk Management. Instructor: Prof. Prabina Rajib, Vinod Gupta School of Management, IIT Kharagpur.

Commodity derivatives market has witnessed tremendous growth in India. Since the setting up of different national level demutualized commodity exchanges such as NCDEX, MCX and NMCE about a decade back, the Indian commodity derivative market has achieved considerable growth in trading volume, types of commodities contracts traded, warehouse development and also has brought in significant changes to spot trading of commodities. The course covers almost the entire spectrum of commodities traded in the Indian commodity market, including agricultural commodities, crude oil, base metal, precious metal, and electricity. This course will also cover derivative contracts on weather, carbon, freight and real estate traded in international exchanges such as CME, LME, LBMA, DGCX and The Baltic Exchange etc. Fundamental concepts such as value-at- risk based margin calculation, seasonality, minimum variance hedge ratio, basis risk, commodity index creation, pricing and valuation of derivatives contracts will be discussed in earlier part of the course. Subsequently futures, options, swaps, tapos, spread contracts like crack/crush/spark on commodities mentioned earlier can be used by companies to mitigate price risk will also be discussed in detail. (from nptel.ac.in)

Course Curriculum

  • Lecture 01 – Introduction to Commodity Derivatives and Risk Management Unlimited
  • Lecture 02 – Introduction to Commodity Derivatives and Risk Management (cont.) Unlimited
  • Lecture 03 – Futures Contract Specifications Unlimited
  • Lecture 04 – Futures Contract Specifications (cont.) Unlimited
  • Lecture 05 – Futures Contract Market-to-Market Margins Unlimited
  • Lecture 06 – Commodity Options and Commodity Spreads Unlimited
  • Lecture 07 – Pricing and Valuation of Futures Contract Unlimited
  • Lecture 08 – Pricing and Valuation of Futures Contract (cont.) Unlimited
  • Lecture 09 – Convenience Field, Contango-Backwardation Unlimited
  • Lecture 10 – Commodity Basic Risk Unlimited
  • Lecture 11 – Commodity Basic Risk (cont.) Unlimited
  • Lecture 12 – Minimum Variance Hedge Ratio Unlimited
  • Lecture 13 – Minimum Variance Hedge Ratio (cont.) Unlimited
  • Lecture 14 – Commodity Indexes Unlimited
  • Lecture 15 – Commodity Indexes (cont.) Unlimited
  • Lecture 16 – Agri-Commodity Price Risk Management Unlimited
  • Lecture 17 – Agri-Commodity Price Risk Management (cont.) Unlimited
  • Lecture 18 – Seasonality in Agri-Commodity Contango and Backwardation Unlimited
  • Lecture 19 – Seasonality in Agri-Commodity Contango and Backwardation (cont.) Unlimited
  • Lecture 20 – Commodity Prices Determination Unlimited
  • Lecture 21 – Commodity Prices Determination (cont.) Unlimited
  • Lecture 22 – Crude Oil Derivatives Unlimited
  • Lecture 23 – Crude Oil Price Determination Unlimited
  • Lecture 24 – Spot-Futures Relationship in Crude Oil Unlimited
  • Lecture 25 – Spot-Futures Relationship in Crude Oil (cont.) Unlimited
  • Lecture 26 – Hedging of Crude Oil and Refined Product Price Risk Unlimited
  • Lecture 27 – Hedging of Crude Oil and Refined Product Price Risk (cont.) Unlimited
  • Lecture 28 – Introduction to Gold and Gold Derivatives Unlimited
  • Lecture 29 – LBMA Gold Spot Price and Gold Derivatives Unlimited
  • Lecture 30 – OTC Contracts on Gold and Gold Dehedge Unlimited
  • Lecture 31 – Spot Trading of Electricity in India Unlimited
  • Lecture 32 – Spot Trading of Electricity in India (cont.) Unlimited
  • Lecture 33 – Weather Derivatives Unlimited
  • Lecture 34 – Weather Derivatives (cont.) Unlimited
  • Lecture 35 – Introduction to Carbon Credit Market Unlimited
  • Lecture 36 – Carbon Derivatives Unlimited
  • Lecture 37 – Physical Market for Freight, Freight Exchanges, Freight Indexes Unlimited
  • Lecture 38 – Hedging Freight Rate Risk with Freight Rate Derivatives Unlimited
  • Lecture 39 – Metal Derivatives and London Metal Exchange Unlimited
  • Lecture 40 – Real Estate Derivatives Unlimited

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