Equity derivatives are contingent claim financial instruments whose value depends on the prices of underlying stocks or stock indices. They are widely traded on exchanges as well as the OTC markets. Three types of equity derivative products are Forwards, Futures and Options like Vanilla European and American options, Exotic Options like Barrier, Binary, Asian, Lookback, Volatility options, Variance options, Choosers, Range Accruals, Cliquets, etc.

Equity derivatives Valuations are done using various models like analytical Black-Scholes models, local volatility models, Stochastic Volatility models, Stochastic Local Volatility models, Regime Switching models, SABR, Levy models, Variance Gamma, etc. The models are implemented using any of the methods like Binary Trees, Monte Carlo Simulations, Historical Simulations, Finite Difference Method, etc.

We conduct bespoke training programs for valuation of various types of equity derivative products. Depending on the needs of the organization and the participant profile, the course would start with learning about the various equity derivative products and then go on to learning their valuations models.