BSE - Advanced Programme on Derivatives
BSE Training Institute Mumbai

Type: Certification

Category: Commerce, Banking & Finance

Sub Category: Capital Markets

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About BSE - Advanced Programme on Derivatives Course

Here are the details of BSE - Advanced Programme on Derivatives Course including duration, Eligibility, Admission Criteria, Fees and Syllabus.


This programme has been designed primarily from the trading perspective. It is meant for practitioners and participants who have prior knowledge of the basic functioning of the derivatives instruments. Participants who have gone through the BSE Basic Program on Derivatives are also eligible for this Programme.

This program broadly covers Futures and Options. It starts with a quick orientation of the basics and moves to simulated strategies and actual derivatives technicals on volatility and greeks.

The endeavor is to give the participants an insight into the market dynamics and equipping him with the knowledge to price his derivative securities. This skill enables identification of arbitrage opportunities and obtain an expression to the trading view. The Program equips the participants with a series of combination strategies keeping a tab on the implementation costs.

Derivatives fulfill the market need for risk management. The Program also illustrates hedging strategies in lucid detail taking actual cues from experts who consult fund managers regarding hedging effectiveness of their portfolios.

All our trainers have hands-on experience in the derivatives market and have been forerunners in derivatives research and trading.


Day - 1

Basics: Futures Product Specifications, Open Interest, Mark-to-Market, Margining
Other Derivatives: Interest Rate Futures, Swaps, and FRAs
Options: Option Basics: Concept, Time Decay; Strike prices Basic Put-Call strategies

Strategy: Futures: Stock and Index Futures, Basket - Pair Trading, Basis Trading

Synthetics: Synthetic Call and Put strategies, Synthetic Futures Strategies

Strategy: Spread Strategies; Exotic Strategies; Covered Call Strategies

Day - 2

Pricing: Futures Pricing: Cost of Carry, Expectation Hypothesis, Fair Value Pricing,
Option Pricing: How to leverage it for derivatives trading, Put-Call Parity, American and European Options Pricing, Dividend and non-Dividend Paying Stocks

Arbitrage and Hedging: Futures - Futures and Cash - Futures; Options Arbitrage
Hedging: Types of Risk: Basis Risk, Systematic and Unsystematic Risk Utilities of a Hedge for Mutual Funds Cross Hedging; Protective Put, Fencing Strategies, Portfolio Hedging Strategies, Tailing the Hedge - Case - Live Portfolio

Strategy - Greeks: Delta Neutral strategies, Delta - Gamma neutrality, Delta v/s Time; Delta v/s Volatility; Gamma v/s Time and Volatility, Vega, Theta and Rho; Volatility Trading Strategies.

Forecasting using Options and Futures: Put - Call Ratio; Volatility Forecasting
Futures: Forecasting Strategies: Open Interest - Volume and Price Patterns, Volatility Index


Brokers, Sub- Brokers, Dealers, Traders, Derivatives Research and Sales Teams, Foreign Institutional Investors, Financial Institutions, Fund Managers, Corporates, Equity Analysts, Practising Professionals, High Net worth Investors, Bankers.


2 days

9.30 am to 5.30 pm



Rs. 6,300.00 + 10.30% (Service Tax + Education Cess) per participant inclusive of course material, tuition fees, snacks and lunch.

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About the College

BSE has carved out a unique position among stock exchanges in the world in respect of knowledge development and management. It set up an exclusive training facility way back in 1989 which has now emerged as the leading facility in financial and securities market training in India.

BTI currently offers 36 courses, conducted over 180 programmes attended by over 8,200 participants a year. Participants are not only from all over the country but also from South Asia, Central Asia, Eastern Europe, Middle East and Africa. BTI also conducts various customised programmes for leading corporate and financial institutions.

Other Courses offered by BSE Training Institute

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Address :

P.J.Towers,18th & 19th Floor, Dalal Street, Mumbai - 400001, Tel:.022 2272 8303/ 8246/ 8247/ 8161/ 8464 Fax: 022 22723250


Related  Questions

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Ans : There is no major difference in them, Both are the same. BMS is a degree given in Maharashtra by mumbai or pune university whereas bba is more known in northern India. But the courses contents and job value are the same in both

Q : sir, i want to take admission in but business study is my additional subject in the 12th results. plz help me .

Ans : Akash, Which stream have u done your 12th class in, whether arts,science or any other and what are your results?

Q : What are the course available in loyala college for girls ?

Q : Which are the good courses after graduation for commerce?

Ans : There are many good courses after graduation for arts, Commerce and Science. You can all find them on this site at the following link:

Q : Can you suggest me some good colleges in Mumbai for Capital Markets?

Ans : BSE Institute and UTI Institute of capital markets


Comments / Reviews / Queries BSE - Advanced Programme on Derivatives

  • pursuing mba want to do trainning kindly suggest me my email : Posted By : pushkal, on 15-12-2011 15:46:47
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  • pursuing mba want to do trainning kindly suggest me my email : Posted By : pushkal, on 15-12-2011 15:46:37
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  • I just want to know about derivatives exam,and when it is getting started. Posted By : Saket jain, on 07-06-2011 22:46:11
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  • Hello Sir.- I am vishnu kumar Posted By : vishnu kumar, on 05-04-2011 16:56:11
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  • what is the difference b/w NCFM and this advanced program of derivatives. what is the importance of this exams Posted By : pooja mangal, on 26-08-2010 22:13:58
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  • helo sir pls let me know the recent dates of the month of may on which this advanced programme on derivatives gets conducted...pls intimate to me via phone or sms.if possible or else pls inform through the email of these month and next month schdule at the earliest.. thanks ankit shah Posted By : ANKIT SHAH, on 22-05-2010 03:41:12
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Disclaimer : The Information about this College & its Courses has been taken from the College website & was last updated on 28th April 2015. We are not responsible for the freshness of the data. Students are advised to visit the official website for the latest information. If you are the administrator of this College & need to update the information, Please write in to us at