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1.
Interest Rate
- Bootstrapping of Zero-Rate - LIBOR and SOFR
- Theory & Implementation
2.
Interest Rate
- Introduction and Pricing of Interest Rate Swaps (Fixed-Float, Float-Float)
- Theory & Implementation
3.
Interest Rate
- Introduction to Covered Interest Rate parity and Cross Currency Swap Curve
- Theory
4.
Interest Rate
- Pricing of Cross Currency Swap
- Implementation
5.
Equity
- Overview of Brownian Motion - Stock price Diffusion, Intuition of options - Hockey Stick Payoff structure, Option payoff using Block Scholes, Greeks & Behavior, BSM Assumptions & Limitations, Risk Neutrality and No Arbitrage
- Theory & Implementation
6.
Equity
- Binomial Model - An Introduction to Discrete Modelling
- Theory & Implementation
7.
Equity
- Pricing of an European Option and Equity Forwards using the BSM
- Theory & Implementation
8.
FX
- Introduction to the FX market and pricing of an FX option using Garman Kohlhagen Model
- Theory & Implementation
9.
Equity and FX
- Introduction to the Option Sensitivites and their calculation using Equity and FX options
- Implementation
10.
Credit
- Introduction to Credit Risk, Credit Default Swap (CDS) and Pricing of CDS using ISDA Fair Value Model
- Theory & Implementation
Payment Terms
To secure admission to this bootcamp, a student must pay a one-time registration fee of INR 16,000 (inclusive of GST/taxes). If a student decides to withdraw, they may request a refund within five days of registration. The refund will be issued after deducting the applicable GST from the INR 16,000 fee. No refunds will be processed after this five-day period. Once a student opts out, access to the course and any previously shared materials will be revoked
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