SECURITIES ANALYSIS AND DERIVATIVE TRADING

Paper Code: 
24ATG423
Credits: 
06
Contact Hours: 
90.00
Max. Marks: 
100.00
Objective: 

This course will enable students to gain knowledge of Securities Market Analysis, Derivative Trading & develop an understanding of Financial and Commodity Derivative

 

Course Outcomes: 

Course

Learning outcome

(at course level)

Learning and teaching strategies

Assessment Strategies

Course Code

Course

Title

24ATG423

Securities Analysis and Derivative Trading

(Theory)

CO 103:  Apply knowledge of Securities Market Analysis and Derivative Trading

CO 104:  Evaluate Securities Market Trading Strategies applicable under different Market Conditions.

CO105: Develop an understanding of Financial and Commodity Derivative

CO106:  Application of Trading strategies.

CO107: Analyze regulations and taxation of Stock and Derivative Trading and examine valuation of different types of Securities.

CO108: Contribute effectively in course-specific interaction

Approach in Teaching: Interactive Lectures, Discussion, Tutorials, Problem Solving Sessions & Presentations

 

Learning activities for the students: Self-learning assignments, Case Study Analysis,  Class Presentations (Individual & Group)

 

Continuous Assessment Test, Semester End Examinations, Quiz, Solving Numerical Problems, Assignments,

Individual & Group Projects

 

18.00
Unit I: 
Introduction to Securities Analysis

● Fundamental Analysis – Economy, Industry and Company Analysis; Technical Analysis- Trend Indicators, Analysis of different Technical Charts.

18.00
Unit II: 
Valuation of Securities

● Valuations of Bond, Preference Shares and Equity Shares. Measurement of Risk and Return of Securities and Portfolios, Portfolio Performance Evaluation.

18.00
Unit III: 
Financial and Commodity Derivatives

● Futures, Options and other Derivatives, Option Valuation- Binomial and Black Scholes Model

18.00
Unit IV: 
Trading Strategies

● Trading Strategies involving Future and Options. Hedging Strategies, Spread Strategies and Arbitrage Strategies. Call Put Parity.

18.00
Unit V: 
Regulations and Taxation of Stock and Derivative Trading

● Regulations and Taxation of Stock and Derivative Trading
● Derivative Mishaps and Learning.

Essential Readings: 

1. Hull John C : Options Futures And Other Derivatives; Pearson
2. R P Rustagi :Strategic Financial Management ; Sultan Chand And Sons
3. J B Gupta :Strategic Financial Management ; Taxmann Publications

References: 

Suggested Readings:

  1. Preetam Singh, Investment Management, 9th Edition, Himalaya Publishing House, New Delhi 2000.
  2. Prasanna Chandra, Managing Investments, Tata Mcgraw Hill, 2002
  3. S Keving, Commodity And Financial Derivatives, Second Edition, Phi Learning Pvt. Limited, 2014
  4. Sundaram, Derivatives Principles And Practice, First Indian Edition , Tata Mc Graw Hill, 2017

 

e-Resources:

  1.  https://www.expresslibrary.mheducation.com/pdfreader
  2. www.nseindia.com
  3. www.bseindia.com
  4. https://economictimes.indiatimes.com/topic/derivatives-market
  5. https://www.livemint.com/topic/derivative

 

 

 

Academic Year: 
2024-2025
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