Add-on courses number.

Transcription

1 Frm the academic sessin, , SGGSCC, initiates tw new Add-n curses, namely, (1) Currency, Cmmdities and Derivatives and (2) Financial Mdeling. Bth these curses are in jint cllabratin with, Bmbay Stck Exchange Institute Limited. The interested students can dwnlad the cnsent frm frm the cllege website and submit the same, cmpletely filled, in the cllege at windw number. The students are requested t nte the fllwing: These curses are pen t students wh are admitted t SGGSCC. The first curse is pen t all (first, secnd and third year students frm all the streams; Cmmerce, Ecnmics and Cmputer Science), and the secnd curse t nly secnd and third year students f the cllege. The fees per curse wuld range between Rs 16,000 t 20,000, depending upn the ttal students registering fr the curse. The duratin fr each curse is 100 hurs, which is evenly spread ver tw semesters. Classes wuld be held in the cllege premises in the afternn, frm 2.30 pm t 5.00pm n tw days in a week fr apprximately tw and a half mnths, starting frm 1 st August. A student wuld becme eligible t receive the certificate f the respective curse n cmpletin f the fllwing: (a) by scring at least 50% marks in each f the three examinatins; Mid-term examinatin, End-term examinatin, and End-term prject and (d) maintaining at least 60% attendance. All these examinatin wuld be held at the SGGSCC cllege premises. The certificate will be jintly issued by SGGSCC and BIL. Study material and the faculty wuld be prvided by the Bmbay Stck Exchange Institute Limited.

2 Curse 1: Currency, Cmmdities and Derivatives hrs. PART 1: General Ecnmic Overview (10 hrs) Intrductin t Indian Financial System Time Value f Mney Intrductin t Macr Ecnmics Basics f Financial Planning Capital Markets Evlutin f Capital Markets Rle f Regulatr in Financial Markets IPO Bk Building Prcesses Clearing Settlement DEMAT and Depsitry and their rle Surveillance & Risk Management Part 2.1: Stck Market ( 15 hrs) Secndary Markets, Trading Clearing and Settlement, Rlling Settlement, BOLT, Mutual Funds, Dematerialisatin f Shares, Surveillance, Sensex and Other Indices, Intrductin t Futures and Optins, Primary Markets, Bk Building & IPOs, Listing, Debt Market, Investrs' Grievances Redressal Systems f BSE, Intrductin t Fundamental Analysis & Technical Analysis. Mck Trading

3 Part 2.2: Cmmdity & Currency Market ( 25hrs) An Overview f Cmmdity and Currency Markets Operatin f Cmmdity & Currency markets Fundamental Analysis- Currency Markets Fundamental Analysis- Cmmdity Markets Technical Analysis Applicatin f Derivatives in Cmmdity & Currency Markets Cmmdity & Currency Pricing Applicatin f Fundamental & technical Analysis in Glbal Fin Markets Trading Strategy fr Cmmdity and Currency markets Risk management fr Cmmdity and Currency markets Mck Trading Part 3: Trading & Hedging Strategies using Derivatives ( 50hrs) Futures Basics: Futures Prduct Specificatins, Open Interest, Mark-t-Market Margining Optin Basics: Cncept, Time Decay; Strike prices Basic Put-Call strategies Strategy: Futures: Stck and Index Futures, Basket - Pair Trading, Basis Trading Synthetics: Synthetic Call and Put strategies, Synthetic Futures Strategies Strategy: Spread Strategies; Extic Strategies; Cvered Call Strategies. Special cverage f crack spreads, dark spread, frac spread, etc. with case study and numerical prblems n applicatin f cncept. Pricing: Futures Pricing: Cst f Carry, Expectatin Hypthesis, Fair Value Pricing; Optin Pricing: Hw t leverage it fr derivatives trading, Put-Call Parity, American and Eurpean Optins Pricing, Dividend and nn-dividend Paying Stcks Arbitrage and Hedging: Futures - Futures and Cash - Futures; Optins Arbitrage; Hedging: Types f Risk: Basis Risk, Systematic and Unsystematic Risk Utilities f a Hedge fr Mutual Funds Crss Hedging; Prtective Put, Fencing Strategies, Prtfli Hedging Strategies, Tailing the Hedge - Case - Live Prtfli

4 Strategy - Greeks: Delta Neutral strategies, Delta - Gamma neutrality, Delta v/s Time; Delta v/s Vlatility; Gamma v/s Time and Vlatility, Vega, Theta and Rh; Vlatility Trading Strategies. Advanced cncepts in Optins strategies Frecasting using Optins and Futures: Put - Call Rati; Vlatility Frecasting Futures: Frecasting Strategies: Open Interest - Vlume and Price Patterns, Vlatility Index Hw t trade using Optins, Futures, Swaps, Bnds etc; Extic Derivatives: Electricity, Freight, Weather, Emissins (Carbn Credits)

5 Curse 2: Financial Mdeling Curse hrs. Mdule1: Intrductin t Financial Mdeling and Spreadsheet Essentials (15hrs) Intrductin t Financial Mdeling Strengths and weaknesses f spreadsheets Glden rules f spreadsheet design D we make the mst f mdeling? Spreadsheet essentials Lkup and reference functins NPV and IRR functins Data tables IF functin Excel Skils - Shrtcuts, Frmulas, Array Functin and Pivt Tables VBA Macrs Simple exercise/mdels in excel Mdule 2: Integrated financial mdeling I (Data, cst and revenues) (20 hrs) Framewrks and cncepts cvered Data Cllectin and Data Structuring Preliminary Scrutiny f the Data and Infrmatin Understand the Business Mdel and Operating Mdel Mdeling the Histrical Statement Business Drivers Identificatin and Mdeling Mdeling Assumptins fr Future Actin Mdeling Revenue Build-up - prjecting the future revenues Mdeling Cst Build-up - prjecting the future cst Mdeling the Asset Schedule Mdule 3: Integrated financial mdeling II (Tax planning) (15hrs) Mdeling the Depreciatin Schedule - Bk and Incme Tax Depreciatin Wrking Capital & Term Lan Mdeling - Debt Infusin Tax Mdeling 1 BSE Institute Limited

6 Mdeling MAT and MAT credit Mdeling Impact f Accumulated Lsses, Current Tax and Deferred Tax n Tax Payable Mdule 4: Integrated financial mdeling (Financial statement analysis) (25hrs) Equity Mdeling - Equity Infusin Mdeling Paid Up Capital and Share Premium Accunt Mdeling Retained Earning Schedule Mdeling the prjected P/L and BS Mdeling the prjected Cash Flw Statement Cnducting Cvenant Testing Perfrming Rati Analysis WACC and Cst f Equity Analysis Perfrming Valuatin using DCF (FCFF & Enterprise Value) and Cmparable analysis (Relative Valuatin) Perfrming sensitivity/scenari analysis Case study 1 Case study 2 Case study 3 Mdule 5: Measuring Risk (10hrs) Estimating betas with regressin analysis Using daily, weekly, and mnthly data Testing market efficiency With regressin analysis With pivt tables Recrding and editing macrs Mdule 6: Advanced risk analysis (10hrs) Sensitivity, Scenari Mnte-Carl simulatin Risk analysis f discunted cash flw mdels Spreadsheet features fr Mnte-Carl simulatin Cmbining macrs Case study 1 Case study 2 Case study 3 2 BSE Institute Limited

7 Sri Guru Gbind Singh Cllege f Cmmerce (University f Delhi) Pitam Pura, Delhi Website: BSE Institute Ltd. A whlly wned subsidiary f BSE Ltd. 18th & 19th Flr, P J Twer, Dalal Street, Frt, Mumbai Phne: ; Fax: training@bseindia.cm, Website: REGISTRATION FORM NAME OF THE PARTICIPANT (Please keep a space between tw wrds) NAME OF THE PARENT( FATHER/MOTHER): NAME OF THE PROGRAMME : DATE OF THE PROGRAMME : TO RESIDENTIAL ADDRESS LINE 1 : LINE 1 : LINE 2 : LINE 2 : CITY : CITY : OFFICE ADDRESS (IF ANY) AREA/DISTRICT : AREA/DISTRICT : STATE : PIN STATE : PIN MOBILE NO 0 RESIDENCE 0 QUALIFICATION : MARKS(in last Examinatin passed) E MAIL : PAYMENT DETAILS DD N : Dated : FOR OFFICE USE ONLY Issuing Bank : Branch : Cash Depsit Transactin Number (Bank f India) Reg. N. Receipt N : Place : Date : (CANDIDATE'S SIGNATURE) (PARENT'S SIGNATURE) 1. Registratin Frm shuld be accmpanied with full payment thrugh a Demand Draft in favur f 'BSE Institute Ltd payable at Mumbai. 2. The admissin is given n a first-cme-first-serve basis. N refund f fees will be permissible t candidates wh have registered and paid fr the prgram.