MLSU Mohanlal Sukhadia University FSM301 - RISK MANAGEMENT Syllabus

FM-301: RISK MANAGEMENT
Course Contents


UNIT-I
Introduction to Risk Management ; The meaning of Risk, Types of Risk, The cost of
Risk.Risk Management, Derivatives: Defination ,Classification & Features, Forwards and
Futures, Participants in Derivative Markets.


UNIT-II
Hedgeing through Derivatives, Interest Rate Futures, Index Futures, Currency Futures,.
Commodity Futures ,Concept of Insurance.


UNIT-III
Options Concept, Types of Trading Strategies, Option Pricing Models: BS model &
Binomial model ,Synthetic Options, Sensitivity of Financial Options Premium, Option
Greeks.


UNIT-IV
Swap Concept: Currency Swaps, Interest Rate Swaps, Pricing of Swaps. Wheather
Derivatives, Values at Risk, Commodity Derivative Market.


UNIT-V
Regulatory Framework of Derivative Markets, Recent Developments in Risk
Management, Exotic Options, CDS,CLBO,Risk Management Basics.
The list of cases and specific references including recent articles will be announced in the
class at the time of launching of the course.

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