Derivative Revision Part 1 May 2024 CA Final AFM

[poojajaiswal]

The equity share of SSC ltd 7:16
In, at, out the money 11:58
Intrinsic & time value 13:43
Mr A 17:30
Example 5 25:19
Equity share of PQR ltd 26:09
You as an investor (24) 29:43
Mr P 36:43
Risk neutral (example 7) 46:33
The current market price (26) 52:59
Sumana wanted to buy (27) 54:10
Example 10 two period binomial 56:20
Consider a two year call (28) 1:05:49
Delta hedging 1:9:13
Ab ltd (similar) (30) 1:14:52
Black scholes model 1:20:11

[YOGESHJOSHI]

for my reference only- HERE QB IS AIR1CA QB
1:25 Part (1) Options

6:46 TYK 20 (23)
10:45 Theory

15:00 Stock Lending Scheme
17:17 Jan 21 (58PM) = PORTFOLIO OLD QB 58
23:59 Expected value of Option
25:50 TYK 17 - OLD QB 22
29:23 TYK 18 LDR = OLD QB 23

33:38 Part (2) (Straddles & Strangles)
36:10 TYK 19 LDR = O;LD SM 21
39:23 TYK 15 = OLD QB- 19
39:43 TYK 16 QB 20

41:30 Part (3) Option Pricing & Valuation

43:45 Model I Binomial

46:04 A) Risk Neutral Probability
52:42 TYK 24 QB 29
53:55 TYK 21 (27)

56:07 Two Period Binomial
1:05:34 TYK 23 = old QB 23F

1:08:38 B) Delta Hedging
1:14:35 TYK 22 LDR QB 31

1:20:00 Model III Black Scholes Model
1:24:44 TYK 25 (32)
1:29:25 illu 03 (31)

[CharteredAccountant-xhdg]

@akhileshladdha2596
4 months ago (edited)
1:25 Part (1) Options
6:46 TYK 20 (23)
10:45 Theory

15:00 Stock Lending Scheme
17:17 Jan 21 (58PM)

23:59 Expected value of Option
25:50 TYK 17 (25)
29:23 TYK 18 (24) LDR

33:38 Part (2) (Straddles & Strangles)
36:10 TYK 19 (22) LDR
39:23 TYK 15 (20)
39:43 TYK 16 (21)

41:30 Part (3) Option Pricing & Valuation

43:45 Model I Binomial

46:04 A) Risk Neutral Probability
52:42 TYK 24 (26)
53:55 TYK 21 (27)

56:07 Two Period Binomial
1:05:34 TYK 23 (28)

1:08:38 B) Delta Hedging
1:14:35 TYK 22 (30) LDR

1:20:00 Model III Black Scholes Model
1:24:44 TYK 25 (32)
1:29:25 illu 03 (31)

[Sandra-pxt]

14:40 Intrinsic value
17:21 SLS
35:31 Straddles & Strangles
42:37 Option Pricing and valuation
57:35 Example 10
1:16:00 AB Ltd Delta hedging
1:20:11 BSM Model

[pritivora]

Thank you so much sir. There are n number of teacher uploading revision videos on youtube but you are an exception to all of them. Not even 1 single time you asked viewers to buy your books or courses. Most selfless help available on youtube for AFM. I bought classes for some other faculty but your revision video on youtube were much much more helpful to me to understand concepts and solve question than their full time batch. I was a self study student and only referred to your AFM revision videos for my exam. Just cant believe you explained so difficult concepts in a manner i felt i already knew those even without studying, You suggested module question numbers for the ease of students. I scored an exemption in AFM and 100 percent credit goes to you. For a self study student scoring an exemption in 1st attempt it self, it was a very big deal for me. Thank you so much sir for your selfless efforts and dedication. You are most underrated teachers on youtube, i wish more and more students look at your channel and get an opportunity for learning from you. Thank you once again sir 😍😍❤❤😇😇

[SatyamSingh-wc]

19:43 stock lending scheme, dividend ka benifit original holder ko hi milta hai
1:14:59 * 4th point

1:24:36 BSM pending

1:26:11 how to find N(D1)

[akhileshladdha]

1:25 Part (1) Options
6:46 TYK 20 (23)
10:45 Theory

15:00 Stock Lending Scheme
17:17 Jan 21 (58PM)

23:59 Expected value of Option
25:50 TYK 17 (25)
29:23 TYK 18 (24) LDR

33:38 Part (2) (Straddles & Strangles)
36:10 TYK 19 (22) LDR
39:23 TYK 15 (20)
39:43 TYK 16 (21)

41:30 Part (3) Option Pricing & Valuation

43:45 Model I Binomial

46:04 A) Risk Neutral Probability
52:42 TYK 24 (26)
53:55 TYK 21 (27)

56:07 Two Period Binomial
1:05:34 TYK 23 (28)

1:08:38 B) Delta Hedging
1:14:35 TYK 22 (30) LDR

1:20:00 Model III Black Scholes Model
1:24:44 TYK 25 (32)
1:29:25 illu 03 (31)

[satishhicks]

Please note at time stamp 1:05:32, for European option ""such tyoe of cross check is NOT required", only for American option you cross check and take the higher value.

[saikatghosh]

Imp
At the money 11:50
17:22 Q2 Jan 21 exam
29:22 Q6 TYK 18

[Akash-edrd]

Thank you so much sir.. Aapke chalte AFM exempt ho gya mera.. and now I am a CA. Thanks for all the guidance and support.

[RajeshYadav-mmgu]

Thank you for revision viedo . Much needed for your old batch student

[suyashmahajan]

17:21 - 23:55 - Short Selling/Stock Lending Scheme Question
57:40 - 1:05:30 -Two Step Binomial Model American

[HarshKumar-ljjb]

@pavan sir classes @23:44 divident isliye nhi ayega sir because divident use mila hoga fir usne wapis kr diya tw uski cost kuch thodi badhegi isse accordingly profit loss m consider nhi krenge

[aniketgupta]

00:33:30 OPTION STRATEGY
00:41:32 VALUATION OF OPTION

[suhrideyaggarwal]

Thank you so so much sir I cleared my CMA today 🎉❤

[tanyanegi]

for self
short selling and stock lending scheme ..exam ques jan 2021- 15:04

[prajjwalsrivastava]

Sir SLS scheme ke que me aapne bola ki short seller M/s XYZ ke pl se dividend payment bhi deduct honi chahiye... But wo kyu deduct hoga???

Bcz SLS me ownership to trf hoti nhi.. to ABC co directly dividend payment Mr A ko hi kregi.. na ki XYZ short seller...

[simakhant]

Sir please upload rest of the revision lectures for may 24 exams

[mahavirrander]

Baki chap ke bhi revision video upload kardo sir

[Muskan-lnry]

Sir short selling mai dividend insliye nahi hua kyu ki same amount of dividend he will receive from company and will pass the same to the lender...