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| Purpose: Content:
Topic 1: Market risk and financial derivatives.
Introduction to market risk
Trading environment
Terminology and concepts
Basic calculations
Topic 2: Forward and futures contracts
Forward and futures basics
Pricing forward and futures contracts
Valuing forward contracts
Arbitrage
Topic 3: Trading of forwards and futures
Applications of forwards and futures
Topic 4: Fundamentals of options
Options basics
Options pricing
Options Greeks
Delta, gamma and vega hedging
Topic 5: Options trading strategies
Trading strategies
Options algebra
Topic 6: Swaps design and application
Swaps design
Swaps application
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