NOC:Commodity Derivatives and Risk Management (2023)

Media Storage Type : 32 GB USB Stick

NPTEL Subject Matter Expert : Prof. Prabina Rajib

NPTEL Co-ordinating Institute : IIT Kharagpur

NPTEL Lecture Count : 60

NPTEL Course Size : 6.3 GB

NPTEL PDF Text Transcription : Available and Included

NPTEL Subtitle Transcription : Available and Included (SRT)

Lecture Titles:

Lecture 1 - Introduction to Commodity Market
Lecture 2 - Commodity Spot Market and Different Types of Auction
Lecture 3 - Commodity Spot Market and Different Types of Auction
Lecture 4 - Introduction to forward contract
Lecture 5 - Introduction to Futures Contract
Lecture 6 - Futures Contract Specification
Lecture 7 - Futures Contract Specification (Continued...)
Lecture 8 - Futures Contract Specification (Continued...)
Lecture 9 - Futures Contract (Different Types of Margins)
Lecture 10 - Futures Contract (Mark-to-Market/MTM Margin)
Lecture 11 - Hedgers Vs. Speculators
Lecture 12 - Measures of Speculation
Lecture 13 - Spot Price, Futures Price and Basis Risk
Lecture 14 - Spot Price, Futures Price and Basis Risk (Continued...)
Lecture 15 - Pricing of Futures
Lecture 16 - Pricing of Futures (Continued...)
Lecture 17 - Convenience Yield, Minimum Variance Hedge Ratio
Lecture 18 - Hedge Effectiveness, Cross Hedge, Stack and Roll Vs. Strip Hedge
Lecture 19 - Calendar Spread, Valuation of Futures vs. Forwards, Commodity Swaps
Lecture 20 - Commodity Swaps
Lecture 21 - Commodity Index
Lecture 22 - Commodity Index (Continued...)
Lecture 23 - Commodity options
Lecture 24 - Introduction to Commodity Options (Continued...), Hedgers vs. Speculators
Lecture 25 - Pricing of Commodity Options
Lecture 26 - Commodity Options (Continued...), Put-Call Parity and Put-Call Ratio
Lecture 27 - Put-Call Parity, Implied Volatility, Swaptions
Lecture 28 - Commodity Swaption (Continued...) and Asian Options on Commodities
Lecture 29 - Commodity Derivatives Market : Value Proposition
Lecture 30 - Commodity Derivatives Market : Value Proposition
Lecture 31 - Agricultural Commodity Price Risk Management
Lecture 32 - Agricultural Commodity Price Risk Management (Continued...)
Lecture 33 - Agricommodities Price Risk, Seasonality, Crush Spread Futures
Lecture 34 - Agri-commodity Seasonality, Crush Spread Futures, Salmon Futures
Lecture 35 - Crush Spread Futures, Salmon Futures, Agri-commodity risk Management Practices
Lecture 36 - Gold and other Precious Metal Derivatives
Lecture 37 - Gold as Asset, LBMA Spot Price Fix
Lecture 38 - Gold as Asset, ETF, Gold-Silver Ratio
Lecture 39 - Gold Price Risk Management, Dehedge, Zero Cost Derivatives
Lecture 40 - Gold Quanto Futures, Delta Hedge Trap
Lecture 41 - Crude oil and Crude oil Derivatives Price Risk Management
Lecture 42 - Crude oil and Crude oil Derivatives Price Risk Management (Continued...)
Lecture 43 - Crack Spread Futures, Spread Options and Crude Oil Price Risk
Lecture 44 - Crude Oil Price Risk Management: 3-Way Collar, Spread Options and Swaps
Lecture 45 - Swaps, Calendar Spreads: Crude Oil and Natural Gas Risk Management
Lecture 46 - Weather Derivatives
Lecture 47 - Weather Derivatives (Continued...)
Lecture 48 - Weather Derivatives (Snowfall, Rainfall and Hurricane)
Lecture 49 - Weather Derivatives (Rainfall and Hurricane)
Lecture 50 - Spot and Derivatives Contracts on Electricity
Lecture 51 - Electricity Trading in Day Ahead Market (DAM)
Lecture 52 - Spot and Derivatives in Electricity (System Price and Area Clearing Price)
Lecture 53 - Spot and Derivatives in Electricity (Green DAM, Duck Curve, Dark/Spark Spread)
Lecture 54 - Carbon Credits and Carbon Credit Derivatives Market
Lecture 55 - Carbon Credits (CDM, JI, RGGI, REC, ESCerts)
Lecture 56 - Carbon Credits (REC, ESCerts,CORSIA) and Carbon Derivatives
Lecture 57 - Freight Rates Derivatives
Lecture 58 - Freight Rates Derivatives (Continued...)
Lecture 59 - Water Derivatives
Lecture 60 - Real Estate Derivatives and Derivatives Losses