SECURITIES ANALYSIS AND DERIVATIVE TRADING

Paper Code: 
ATG 423
Credits: 
6
Contact Hours: 
90.00
Max. Marks: 
100.00
Objective: 

Course Outcomes (Cos)

Learning and teaching strategies

Assessment Strategies

  
 

CO 103:  To gain expert knowledge of Securities Market Analysis and Derivative Trading

CO 104:  To enable students with the learning of Securities Market Trading Strategies applicable under different Market Conditions.

CO 105: Develop an understanding of Financial and Commodity Derivative

CO 106: To emphasis the application of Trading strategies.

CO 107: To understand regulations and taxation of Stock and Derivative Trading

CO 108: To understand valuation of different types of Securities.

Approach in teaching: Interactive Lectures, class Discussion, Tutorials, Reading assignments

 

 

Learning activities for the students: To give assignments & Application based questions

 

Class test, Semester end examinations, Quiz, Solving Numerical problems in tutorials, Assignments, Class Presentation

 

  

 

18.00

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

18.00

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

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

18.00

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

18.00

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

Essential Readings: 
  • Hull John C : Options Futures and Other Derivatives; Pearson
  • R P Rustagi :Strategic Financial Management ; Sultan Chand and Sons
  • J B Gupta :Strategic Financial Management ; Taxmann Publications

 

References: 

SUGGESTED READINGS:

  • Preetam Singh, Investment Management, 9th edition, Himalaya Publishing House, New Delhi 2000.
  • Prasanna Chandra, Managing Investments, Tata McGraw Hill, 2002
  • S Keving, Commodity and Financial Derivatives, Second Edition, PHI Learning Pvt. Limited, 2014
  • Sundaram, Derivatives Principles and Practice, First Indian Edition , TATA Mc Graw Hill, 2017

 

e- RESOURCES:

 

JOURNALS:

  • Indian Journal of Finance
  • International Journal of Financial Management
  • South Asian Journal of Business and Management Cases; https://sagepub.com
  • Asian Journal of Management Cases

 

Academic Year: 
2023-2024
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