NPTEL : NOC:Commodity Derivatives and Risk Management (Management)

Co-ordinators : Dr. Prabina Rajib


Lecture 1 - Introduction to Commodity Derivatives and Risk Management

Lecture 2 - Introduction to Commodity Derivatives and Risk Management (Continued...)

Lecture 3 - Futures Contract Specifications

Lecture 4 - Futures Contract Specifications (Continued...)

Lecture 5 - Futures Contract - Mark-to-Market Margin

Lecture 6 - Commodity Options and Commodity Spreads

Lecture 7 - Pricing and Valuations of Futures Contract

Lecture 8 - Pricing and Valuations of Futures Contract (Continued...)

Lecture 9 - Convenience Field, Contango-Backwardation

Lecture 10 - Commodity Basic Risk - Part I

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 20 - Commodity Prices Determination - Part I

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