Forwards and Futures: Financial Markets Essentials
Master forwards and futures trading, understanding market conventions, contract specifications, valuation methods, and effective trading strategies.
Master forwards and futures trading, understanding market conventions, contract specifications, valuation methods, and effective trading strategies.
This comprehensive course explores the vital role of forwards and futures in modern finance and investment. Students will gain practical knowledge of these derivative instruments, their applications in equity, commodity, and interest rate markets, and their importance for hedging and speculation. The course covers fundamental financial theories, valuation methods incorporating cost of carry and storage factors, margin requirements, and contract specifications. Learn how these instruments enable market participants to establish large positions efficiently while managing transaction costs and market impact.
Instructors:
English
Arabic, German, English, 9 more
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What you'll learn
Explain the fundamental concepts and applications of forwards and futures in finance
Master valuation techniques incorporating interest rates and cost of carry
Understand forward interest rates and bootstrapping methods
Apply forwards and futures concepts to various market instruments
Implement effective trading and hedging strategies
Skills you'll gain
This course includes:
PreRecorded video
Graded assignments, exams
Access on Mobile, Tablet, Desktop
Limited Access access
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There are 7 modules in this course
This comprehensive course covers the fundamentals of forwards and futures markets, focusing on their practical applications in modern finance. Students learn about contract specifications, market conventions, valuation methods, and trading strategies. The curriculum explores the relationship between forwards/futures and underlying securities, incorporating key concepts like cost of carry, transportation, and storage factors. Special attention is given to applications in equity, commodity, and interest rate markets, along with hedging strategies and margin requirements.
Fundamentals
Module 1
Forwards and Futures Contracts
Module 2
Forwards and Futures Valuation
Module 3
Commodity Markets
Module 4
Hedging with Forwards and Futures
Module 5
Short Term Financial Forwards and Futures
Module 6
Long Term Financial Forwards and Futures
Module 7
Fee Structure
Instructor
NYIF Instructor Specializing in Portfolio Risk Management and Derivatives
Jack Farmer is an instructor at the New York Institute of Finance (NYIF), where he specializes in training and consulting solutions for portfolio risk management, foreign exchange (FX) and interest rate derivatives, equity index and volatility trading, as well as financial statement analysis and hedge accounting. He holds a BS in Engineering and an MBA in Finance and Accounting from Tulane University, and is currently pursuing a PhD in Finance from the University of Texas at Austin. Jack's extensive expertise enables him to effectively educate students on complex financial concepts and risk management strategies.
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Frequently asked questions
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