ACADEMY. 2 Day Management Development Program Advanced Futures and Options Trading Strategies 19th & 20th January 2018

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1 N Academy and DoM, IIT Madras jointly present 2 Day Management Development rogram 19th & 20th January 2018

2 v e r v i e w verview tock markets across the world are facing mayhem of several drifts and turns. The abrupt changes in the economic and fundamental factors are leading to high volatility and contagion. Global shocks and trends often aggravate turmoil in the domestic markets. Given the dynamic environment, derivatives offer incessant opportunities to the portfolio managers to hedge the investment risk. The exchange traded derivatives such as futures and options are widely traded instruments across multiple asset markets. Hence honing absolute expert knowledge and skill in these instruments will enable finance professionals to be winners in aggressive market space. This MD intends to enhance the competitiveness and efficiency of professionals associated with cross sections of trading and investment industry. The program deliberates on theoretical pricing models, option Greeks, put call relationships as well as discusses the practical application of trading and arbitrage strategies for portfolio optimization. Learning utcomes of the program The participants will be able to Comprehend the basket of derivative instruments that help to hedge the investment risk in financial asset markets Identify profitable arbitrage opportunities across the asset markets Design suitable trading strategies to maximize their profits r o g r a m C o n t Day : 1 Hedging with Futures Determinants of ption rices Black -choles model Visualizing ption xposure and Greeks ption Trading strategies Day : 2 Arbitrage trategies (Call call arbitrage, kew arbitrage, volatility arbitrage) Hedging option book ( Gamma scalping, option horting ) Volatilitay smile and associated trading opportunities Hedging Volatility risk 2 e n t

3 R F I L F A K R Dr.Krishna rasanna A doctorate in finance from the University of Madras, Dr. (Mrs). Krishna rasanna has more than 23 years of teaching cum research experience at various academic institutions. he is presently Associate rofessor at Department of Management tudies, Indian Institute of Technology Madras (IITM), Chennai. he has published 25 papers in national and international journals. Her Research paper titled 'Linkages in term structure of interest rates across sovereign bond markets' has been awarded as the Best aper at the 51st astern Finance Association meeting held at New rleans, U..A during April, he has executed sponsored research projects With ICAI, HUDC, ICR and N and is actively involved in the training space. Nandan undaresan He took h.d from Massachusetts Institute of Technology (MIT), Cambridge in 2008 and M.. from klahoma tate University, tillwater, in He worked at Rackson Asset Management Llc, New York, for 5 years from with Quantitative Research desk on high frequency algorithmic trading environment. 2

4 WH HULD ATTND? The workshop is ideal for Corporate xecutives, Financial Intermediaries, Fund Managers, tudents, Investors, Media & Journalist, Brokers/Dealers & anyone who wants to learn Trading in Futures and ptions W R K H D T A I L MANAGMNT DVLMNT RGRAM I A TW DAY XCUTIV WRKH Dates: January 19-20, 2018 Venue: IIT Madras, Chennai F & RGITRATIN Rs. 50,000/- + 18% GT 10% for arly bird (Registration before 10th of January) 20% for IIT alumni 20% for bulk booking (3 or more) pecial Discounts available for Corporates AYMNT MD: DMAND DRAFT AND NLIN AYMNT Account payee demand draft drawn in favour of N LIMITD ", payable in Chennai, should reach N Academy at least seven days before the commencement of the program. FR ANY FURTHR QURI AND FR NLIN AYMNT TIN LA CNTACT Vinodh James (CR), Mobile: , mail: vjames@nse.co.in Dr. Krishna rasanna, , mail: pkp@iitm.ac.in 3

5 MD NMINATIN FRM 2 DAY MANAGMNT DVLMNT RGRAM N TRADING IN FUTUR AND TIN tep 1. Take a printout of this Nomination Form tep 2. Fill the Nomination Form with the required details tep 3. Make a Demand Draft of Fees: Rs. 50,000/- + 18% GT payable at Chennai in favour of "N LIMITD" tep 4. end the Demand Draft along with completed registration form and Copy of pan card to Vinodh James (CR), Mobile: National tock xchange of India Limited 8th Floor, Arihant Nitco ark, 90, Dr.Radhakrishnan alai, Mylapore,Chennai mail: vjames@nse.co.in Details articipant 1 articipant 2 articipant 3 Name mail id Mobile Date of Birth Designation rganisation Years of experience in tock Market ponsored by: a) elf b) Company How did you come to know about the program: a) M b) mail c) Facebook d) N website e) Friends f) IIT website Correspondence Address:... in Code:... rogramme pted For: Date:... ayment Details: Amount (Rs.)... Demand Draft No.... Date of DD... Bank... Bank Details: Bank name Type of account Bank address 4 : HDFC Bank Account number : : Current a/c IFC code : HDFC : 759, ITC Center, Anna alai, T.V., Chennai

6 ABUT N : N Academy Limited, a wholly owned subsidiary of the National tock xchange of India Limited (N), aims at cultivating a culture of knowledge to help professionals to take informed decisions relating to the securities market and has initiated a number of educational initiatives such as certification program, financial literacy at school level, short term courses at college level etc. to develop a pool of human resources having the right skills and expertise to help enhance quality intermediation in the financial markets. About Department of Management tudies at IITM The Department of Management tudies was established in the year 2004 as a home to the popular Master in Business Administration course being taught from August It is the first IIT to open its doors to enthusiasts from streams other than ngineering such as B.A, B.c & B.Com in Besides the MBA program, the department has research programs at the Master's (M) and Doctoral (hd) levels, an M (ntrepreneurship) program. The department is also a partner in multi institutional Diploma program (GX- VLM) for Visionary Leaders in Manufacturing, along with IIM Calcutta and IIT Kanpur. The department also offers xecutive Master of Business Administration (MBA), a two-year degree program aimed at providing mid- career working professionals with a functional and integrative perspective for imbibing contemporary management knowledge to lead modern business organizations. The Department has highly qualified and dedicated faculty from a variety of functional areas of management, including some of the best researchers of the country. Management consulting, ponsored Research and xecutive Development rograms are among the multitude of activities in which the faculty members are engaged. The Department has a teaching pool of 25 regular faculty with excellent credentials for teaching and research maintaining a healthy faculty-student ratio of 1:5. 5

7 National tock xchange of India Limited 8th Floor, Arihant Nitco ark, 90, Dr.Radhakrishnan alai, Mylapore,Chennai mail: vjames@nse.co.in Website: DARTMNT F MANAGMNT TUDI INDIAN INTITUT F TCHNLGY MADRA Chennai , Tamilnadu, India