Master of Commerce (M.Com.) Commodities and Derivatives Market Syllabus - Mumbai University

Loading syllabus...

Syllabus for Commodities and Derivatives Market

Elective course · Semester 1 · M.Com. Banking and Finance · 4 credits · 100 marks

Module I: (2CREDITS)

Unit 1 Introduction to Commodities Market and Derivatives Market
a Introduction to Commodities Market :
Meaning, History & Origin, Types of Commodities Traded, Structure of Commodities Market in India, Participants in Commodities Market, Trading in Commodities in India(Cash & Derivative Segment), Commodity Exchanges in India & Abroad, Reasons for Investing in Commodities
a Introduction to Derivatives Market
b Derivatives- Meaning, Definition, Need for Derivatives market, importance of Derivatives, Demerits , Derivatives in India, Factors Driving Growth of Derivatives Market, Types of Derivatives, Types of Underlying Assets, Participants in Derivatives Market, Advantages & Disadvantages of Trading in Derivatives Market, Current Volumes of Derivative Trade in India, Difference between Forwards & Futures.
Unit 2 Futures and Hedging
a Futures:
Futures Contract Specification, Terminologies, Concept of Convergence, Relationship between Futures Price & Expected Spot Price, Basis & Basis Risk, Pricing of Futures Contract, Cost of Carry Model
b Hedging:
Speculation & Arbitrage using Futures, Long Hedge – Short Hedge, Cash & Carry Arbitrage, Reverse Cash & Carry Arbitrage, Payoff Charts & Diagrams
For Futures Contract, Perfect & Imperfect Hedge

Module II: (2CREDITS)

Unit 3 Options and Option Pricing Models
a Options:
Options Contract Specifications, Terminologies, Call Option, Put Option, Difference between Futures & Options, Trading of Options, Valuation of Options Contract, Factors affecting Option Premium, Payoff Charts & Diagrams
for Options Contract, Basic Understanding of Option Strategies
b Options Pricing Models:
Binomial Option Pricing Model, Black - Scholes Option Pricing Model
Unit 4 Trading, Clearing & Settlement In Derivatives Market and Types of Risk
a Trading, Clearing & Settlement In Derivatives Market:
Meaning and Concept, SEBI Guidelines, Trading Mechanism – Types of Orders, Clearing Mechanism – NSCCL – its Objectives & Functions, Settlement
Mechanism – Types of Settlement
b Types of Risk:
Value at Risk, Methods of calculating VaR, Risk Management Measures ,Typesof Margins, SPAN Margin

References

John C. Hull &Basu -Futures, options & other derivatives
Robert McDonald, Derivatives market, Pearson education
John Hull, Fundamentals of futures & options
Ankit Gala &Jitendra Gala, Guide to Indian Commodity market, Buzzingstock publishing house
K.Sasidharan& Alex K. Mathews, Option trading – bull market strategies, McGraw Hill publication
NitiChatnani, Commodity markets, McGraw Hill Publication
S.Kevin, Commodities & financial derivatives, PHI learning Pvt ltd
Suni K Parmeswaran, Futures & options, McGraw Hill
1 Financial Management – Recent trends in practical application By Chandra HariharanIyer, IBH Pvt Ltd, Mumbai 2012

Reproduced from the University of Mumbai syllabus for M.Com. (Banking & Finance) under NEP 2020, in force from the academic year 2023-24. Wording is as printed in that syllabus. Module numbering is as printed there too.

The complete syllabus

This subject is cut from the University circular for its specialisation. Open a document here if you want the whole thing rather than a single subject.

PDF M.Com. Business Management Semester 1 Syllabus NEP 2020 syllabus, in force from 2023-24 Read full PDF Read

PDF M.Com. Business Management Semester 2 Syllabus NEP 2020 syllabus, in force from 2023-24 Read full PDF Read

PDF M.Com. Business Management Semester 3 Syllabus NEP 2020 syllabus, in force from 2023-24 Read full PDF Read

PDF M.Com. Business Management Semester 4 Syllabus NEP 2020 syllabus, in force from 2023-24 Read full PDF Read

PDF M.Com. Banking and Finance Semester 1 Syllabus NEP 2020 syllabus, in force from 2023-24 Read full PDF Read

PDF M.Com. Banking and Finance Semester 2 Syllabus NEP 2020 syllabus, in force from 2023-24 Read full PDF Read

PDF M.Com. Banking and Finance Semester 3 Syllabus NEP 2020 syllabus, in force from 2023-24 Read full PDF Read

PDF M.Com. Banking and Finance Semester 4 Syllabus NEP 2020 syllabus, in force from 2023-24 Read full PDF Read

PDF M.Com. Advance Accountancy Semester 1 Syllabus NEP 2020 syllabus, in force from 2023-24 Read full PDF Read

PDF M.Com. Advance Accountancy Semester 2 Syllabus NEP 2020 syllabus, in force from 2023-24 Read full PDF Read

PDF M.Com. Advance Accountancy Semester 3 Syllabus NEP 2020 syllabus, in force from 2023-24 Read full PDF Read

PDF M.Com. Advance Accountancy Semester 4 Syllabus NEP 2020 syllabus, in force from 2023-24 Read full PDF Read

PDF M.Com. E-Commerce Semester 1 Syllabus NEP 2020 syllabus, in force from 2023-24 Read full PDF Read

PDF M.Com. E-Commerce Semester 2 Syllabus NEP 2020 syllabus, in force from 2023-24 Read full PDF Read

PDF M.Com. E-Commerce Semester 3 and Semester 4 Syllabus NEP 2020 syllabus, in force from 2023-24 Read full PDF Read

PDF M.Com. Business Economics Semester 1 Syllabus NEP 2020 syllabus, in force from 2023-24 Read full PDF Read

PDF M.Com. Business Economics Semester 2 Syllabus NEP 2020 syllabus, in force from 2023-24 Read full PDF Read

PDF M.Com. Business Economics Semester 3 Syllabus NEP 2020 syllabus, in force from 2023-24 Read full PDF Read

PDF M.Com. Business Economics Semester 4 Syllabus NEP 2020 syllabus, in force from 2023-24 Read full PDF Read

PDF MCom Semester III And IV (2017 18) Earlier CBCS syllabus, still set for ATKT and distance candidates Read full PDF Read

PDF MCom Semester I And II (2016 17) Earlier CBCS syllabus, still set for ATKT and distance candidates Read full PDF Read

Report or request