PPT-Value -at-Risk on a portfolio of Options, Futures and Equities

Radhesh Agarwal Ral13001 Shashank Agarwal Sal13003 Sumit Jalan Sjn13024 Calculating Value at Risk for Options Futures and Equities Monte Carlo Simulator The simulated prices are generated based on the BlackScholes Terminal Price formula . 1. Introduction . The . more . producer know . about the markets, the . better equipped producer will . be, based on current market . conditions and . your specific objectives, to decide whether to . 6. th. Edition, Copyright . © John C. Hull 2005. 20.. 1. Credit Risk. Chapter 20. Options, Futures, and Other Derivatives. 6. th. Edition, Copyright . © John C. Hull 2005. 20.. 2. Credit Ratings. . PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURES RESULTS. TRADING COMMODITY FUTURES AND OPTIONS IS SPECULATIVE, INVOLVES RISK OF LOSS, AND IS NOT SUITABLE FOR ALL INVESTORS.. . Patrick J. Collins, Steven M. Fast & Laura A. Schuyler. “Annual income 20 pounds, annual expenditure 19 pounds, 19 and 6, result happiness. Annual income 20 pounds, annual expenditure 20 pounds ought and 6, result misery.”. Chapter 3. 1. Options, Futures, and Other Derivatives, 7th Edition, Copyright © John C. Hull 2008. Hedge : . A trade designed to reduce risk.. Many . of the participants in futures markets are hedgers. Their aim is to use futures markets to reduce a particular risk that they face.. 6. th. Edition, Copyright . © John C. Hull 2005. 1. 8.. 1. Chapter 18. Value at Risk. Options, Futures, and Other Derivatives. 6. th. Edition, Copyright . © John C. Hull 2005. 1. 8.. 2. History of VaR. MCX bullion Futures : snapshot. Performance FY-17. MCX Gold . MCX Silver. Average Daily Volumes . ( . In MT). 15. 783. Open Interest ( In MT). 12. 509. Average Daily Turnover . (in . Rs. . Cr). 4501. Options, Futures, and Other Derivatives, 8th Edition, . Copyright © John C. Hull 2012. 1. Long & Short Hedges. A long futures hedge is appropriate when you know you will purchase an asset in the future and want to lock in the price. 16.. 1. 16.. 2. The Goals of Chapter 16. Introduce . mechanics of futures options. Properties of futures options. Pricing futures options using binomial trees. Pricing futures options with Black’s . MCX bullion Futures : snapshot. Performance FY-17. MCX Gold . MCX Silver. Average Daily Volumes . ( . In MT). 15. 783. Open Interest ( In MT). 12. 509. Average Daily Turnover . (in . Rs. . Cr). 4501. Options on Stock Indices and Currencies. Chapter 15. 1. Fundamentals of Futures and Options Markets, 9th Ed, Ch 15, Copyright © John C. Hull 2016. Index Options. The most popular indices underlying options in the U.S. are. Ch. 14, Copyright © John C. Hull 2016. Employee Stock Options. Chapter 14. 1. Fundamentals of Futures and Options Markets, 9th Ed, Ch 14, Copyright © John C. Hull 2016. 2. Nature of Employee Stock Options. FUNC-UB.0043 Futures and Options Spring 2017 Part I: Forwards and Futures ©2017 Figlewski 1 Sessions 1&2: Course Overview and Introduction to Derivatives . . By- . Neha. . Arya. For HRC, Eco . Hons. (. Sem. 6), FE. A binomial tree is one of the popular ways of pricing an options contract..