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Lecture 1. Prof Prabina Rajib (Commodity Derivatives and Risk Management)
Lecture 2. Prof Prabina Rajib (Commodity Derivatives and Risk Management)
Lecture 3. Prof Prabina Rajib (Commodity Derivatives and Risk Management)
Lecture 4. Prof Prabina Rajib (Commodity Derivatives and Risk Management)
Lecture 5. Lecture 6: Commodity Options and Commodity Spreads.
Lecture 7: Pricing and Valuations of Futures Contract.
Lecture 8: Pricing and Valuations of Futures Contract (Contd.).
Lecture 9: Convenience Field, Contango-Backwardation.
Lecture 10: Commodity Basic Risk.
Lecture 11: Commodity Basic Risk (Part-II).
Lecture 12: Minimum Variance Hedge Ratio (Part I).
Lecture 13: Minimum Variance Hedge Ratio (Part II).
Lecture 14: Commodity Indexes (Part - I).
Lecture 15: Commodity Indexes (Part - II).
Lecture 16: Agri-Commodity Price Risk Management (Part-I).
Lecture 17: Agri-Commodity Price Risk Management (Part-II).
Lecture 18: Seasonality in Agri-Commodity, Contango and Backwardation (Part-I).
Lecture 19: Seasonality in Agri-Commodity, Contango and Backwardation (Part-II).
Lecture 21: Commodity Prices Determination Part II.
Lecture 22: Crude Oil Derivatives Part I.
Lecture 23: Crude Oil Price Determination.
Lecture 24: Spot-Futures Relationship in Crude Oil (Part I).
Lecture 25: Spot-Futures Relationship in Crude Oil (Part II).
Lecture 26: Hedging of Crude Oil and Refined Product Price Risk (Part I).
Lecture 27: Hedging of Crude Oil and Refined Product Price Risk (Part II).
Lecture 28: Introduction to Gold and Gold Derivatives.
Lecture 29: LBMA, Gold Spot Price and Gold Derivatives.
Lecture 30: OTC Contracts on Gold and Gold Dehedge.
Lecture 31: Spot Trading of Electricity in India (Part - I).
Lecture 32: Spot Trading of Electricity in India (Part - II).
Lecture 33: Weather Derivatives (Part-I).
Lecture 34: Weather Derivatives (Part-II).
Lecture 35: Introduction to Carbon Credit Market. Lecture 36: Carbon Derivatives.
Lecture 37:Physical Market for Freight, Freight Exchanges, Freight Indexes.
Lecture 38 : Hedging Freight rate Risk with Freight Rate Derivatives.
Lecture 39: Metal Derivatives and London Metal Exchange (LME).
Lecture 40 : Real Estate Derivatives.
The 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.
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