Concept

Futures contract

Related lectures (23)

Covers the basics of derivatives, including hedging, leveraging, spreads, payoffs, and pricing models for underlying assets.

Interest Rates and Contracts: Forward & Futures Rates

Explains FRAs, interest rate futures, payoff valuation, and Eurodollar futures.

Introduction to Derivatives

Introduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.

Risk-neutral Valuation: Traded Securities

Explores risk-neutral valuation for traded securities, derivatives, hedging, bond pricing, and forward contracts in financial markets.

Interest Rate Futures and Convexity Adjustment

Covers interest rate futures, marking to market, convexity adjustment, and Vasiček model.

Energy Contracts & Market Mechanisms

Explores energy contracts, spot markets, and risk management strategies in power system restructuring and deregulation.

Decentralized Finance: Derivatives

Delves into the world of decentralized finance derivatives, exploring crypto derivatives types and existing protocols while discussing the need for new derivatives and financial data oracles.

Tokenizing Future Yield

Covers the concept of tokenizing future yield and integrating a market for it.

Investment Strategies and Risk Analysis

Explores various investment strategies, risk analysis, and valuation under uncertainty in financial markets.

Energy Contracts & Market Mechanisms

Explores energy contracts, market clearing prices, and trading mechanisms in the energy sector.

Foreign Exchange Swaps: Pricing and Options

Explores FX swaps, pricing mechanisms, and FX options, including put and call options, in the foreign exchange market.

Introduction to Derivatives

Covers forward contracts, options, hedging, and speculative strategies in derivatives trading.

Introduction to Derivatives

Introduces derivatives, their value dependencies, historical evolution, and forward contract payoff structures.

Currency and Commodity Investments

Explores currency and commodity investments, monetary policy effects, and bond-stock correlations.

Price Signals in Algorithmic Trading

Explores the use of machine learning in algorithmic trading to optimize price signals and minimize slippage in futures markets.

Derivatives: A Brief History

Explores the history and evolution of derivatives markets and securities tied to underlying assets.

Electricity Market: Balancing and Liberalization

Explores ancillary services, capacity market, and electricity market liberalization, emphasizing system balancing and peak demand challenges.

Asynchronous Programming with Futures

Explores asynchronous programming with futures, showcasing benefits, challenges, and efficient implementations.

Natural Language Processing in Finance

Delves into how NLP is transforming finance through market signals and expertise.

The Deposit Contract: Liquidity Risk

Explores the deposit contract structure and liquidity risk management in financial intermediation, emphasizing the importance of mitigating risks and ensuring liquidity.