Derivatives Revision - in Detailed with Questions | CA Final AFM | Pratik Jagati

preview_player
Показать описание

Рекомендации по теме
Комментарии
Автор

Reference pratik sir qb (Icai Ref)

Starts at 3:40
31:12 example of heding through nifty futures
40:25 Q1 (Tyk q7)
48:43 Q2 (Tyk q8)
59:30 Cost of carrying model
1:07:58 Q8 (Tyk q11)
1:24:26 Q9 (Tyk q13)
1:32:31 Q3 (Tyk q5)
1:39:18 Initial margin & Maintainance margin concept
1:40:41 Q5 (Tyk q14)
1:45:27 Summary of futures
1:57:05 Options
2:15:31 Q31 (Tyk q17)
2:18:52 Q32 (Tyk q18)
2:20:43 Q33 (Tyk q20)
2:28:14 Q34 (old Pm)
2:39:20 Binomial model
2:52:39 Q29 (Illustration 2)
2:55:12 Q25 (Tyk q21)
2:58:43 Two period binomial model
3:15:44 Q28 (Tyk q23)
3:18:27 Q38 (Illustration 1) incorrect assumption by icai for rate
3:24:43 Risk -less hedge portfolio
3:36:29 Q26 (Tyk q22)
Break 3:48:23 till 4:50:46
4:53:00 Real options
5:05:47 Abandonment option
5:14:19 Illustration 5
5:24:12 Q41 (Old Pm)
5:27:17 Timing option
5:34:53 Illustration 6
5:42:48 Black Scholes
5:52:23 Q39 (Illustration 3)
6:05:58 Q51 (Tyk q25)
6:13:25 Illustration 4 (***Ldr)
6:32:21 break till 7:09:17
7:09:40 Theory

Can easily watch at 1.75/2x

Thank u so much sir for constant support

ritikgoyal
Автор

AIR1CA
3:40 starts
30:51 example on nifty futures
40:28 Q 11
49:16 Q 16
59:20 cost of carry model
1:08:18 Q 8
1:24:20 Q 9
1:31:28 Q 12
1:39:32 Initial Margin
1:40:39 Q 7
1:45:30 Futures overview
1:56:00 options
2:06:21 examples
2:15:28 Q 25
2:18:54 Q 24
2:20:24 Q 23
2:28:30 old pm Q
2:52:09 Q 26
2:54:05 Q 27
2:58:41 Two period binomial model
3:15:39 Q 28
3:18:22 Q 29
3:24:50 Riskless hedge portfolio
3:36:34 Q 30
3:50:31 Break
4:53:01 Real options
5:13:48 Q 43 (ACB)
5:27:12 Timing Option
5:34:59 Q 42 (ACB) wrong solution by ICAI
5:40:05 Black Scholes Model
5:52:28 Q 31
6:05:58 Q 32
6:13:28 Q 44 (ACB)

anshikagabra
Автор

Dividend % given ..calculated on face value ...(Not to consider time period)
Dividend yield % given calculated on market price(time period considered)

abhisheksamal
Автор

You are famous and hope for all ca student I have Rome between three state gujrat, maharashtra and rajsthan during my ca journey but I find you as a best . Now following you and advise others too follow you

anindian
Автор

Sir u are a blessing for CA final students ... The efforts u are putting in to cover the AFM syllabus through revision lectures lectures are appreciable for the CA fraternity students ... I'm regretting now for not taken ur AFM classess . But revising the AFM from ur lectures only .. I always thought agar aapke revision lecture itne ache h tooh detail lecture or bhi awesome honge. .. I always thought AFM is tough .. but after watching ur revision lecture Aisa lgta h AFM se scoring subj koi nhi h grp 1 mei... Once again thanks alot sir for ur efforts

priyankabansal
Автор

PAID 1 LAKH Ruppees In total fees but still no one teach you the way you teach US 🥺♥️ ..true blessing for AFM Students 🥺🙏

sachinshah
Автор

Hello Sir,
Aapke video me saaf saaf dikhta h ki aap pura 100 percent dete ho revision video me like full lecture
.
aisa nhi ki upar upar se padalo aur apna kaam hojaye

have not clear in May 2024. but i make promise this attempt i will .
keep your blessings
thanks for your constant support

AayushJain
Автор

For self Last day revision
Futures Revise 1:45:27
Binomial Model 2:39:20
Two period binomial Model 3:01:00
Real option (Capital budget and Derivative)
Growth 4:53:00
Abandonment 5:05:00
Timing 5:27:00
Black scholes model 5:43:44
MCQ theory
Real option - 8:8:00
Theory 7:09:40

Prasad.Patharkar._
Автор

All final students assembled here...❤❤❤

Karavali
Автор

LDR derivatives

19:50 hedging (futures)
27:30 role of beta in hedging through futures
40:25 q1
48:43 q2
59:30 cost of carry model
1:08:06 q8
1:32:30 q3
1:40:40 q5 ldr²
1:57:04 Options
2:15:31 q31
2:20:24 q33 ldr
2:28:14 q34
2:39:18 Binomial Model
2:45:30 imp example (risk neutral vs binomial)
2:55:14 q25
2:58:45 two period binomial model
3:24:47 riskless hedge portfolio
3:36:36 q26 mr dayal
4:54:00 real options
5:24:19 q41
5:27:30 timing option

mansurali
Автор

10:14 Futures
Speculation : Mai future prediction Krte hai.
Hedging : wego safe
28:00 beta effect in future
Jitna market change ho rha hai uske against share kitna hota hai bcoz if shares ka individual stock available nhi hai ya Hume hi market index se future hedge krna hai toh beta consider krna padega if market 1 se change hoga to share 2 so utna jaada futures lena padega
40:32 Q 1 ek lot mai units diya h ek lot ka bhav nikalna hai
48:45 Q 2 LDR FOR ME
Jabh aapke pass already shares ho toh and you go long to aapne orr risk liya hai so beta increase hoga
59:28 cost of carry model
Future ka value derive kaise hota h !
1:06:27 cost of carrying model mai continues compounding ka effect
1:07:58 Q 8 Imp for Future continues compounding
1:24:00 Q 9 LDR HAI
1:28:30 IMP For Q 9
1:32:30 Q 3 LDR imp question on contract period is 3 month but four month ka krke then after three one more month ka contract kiya h
1:41:00 Margin special Question margin and Maintenance margin
1:56:00 Options
2:15:30 Q 31 Value of put = Jitna fayda uska probability given otherwise divide year for average
2:18:50 Q 32 termology where i get confused so tc
2:28:30 Q 34 Termology Payoff and Investment value is same
2:39:15 Binomial Model to calculate Option value
3:18:27 Q 38 Important question on Binomial Model
Compound ko lekar question Dhayan Rakhna hai.
r ka value nikalne ke liye imp hai.
3:25:10 Riskless hedge portfolio
Share price 10 se change hota hai toh option ka value 5 se so 0.5 is delta that’s means Hume jaada option Lena padega to cover this

4:53:00 Real Options
Mini 1 year option other than financial asset

OFU : Project wale Main se negative Aaaya but we get from another project cashflow

5:14:00 Q 5 Hume Abment ka value Diya hai otherwise we could have calculated if required data is given.
Probability hum thoda alag way se Nikal the hai not as usual abment option hi strike price while calculating option value
5:27:00 timing option
If project delay start hoga toh kya fayda ho skta hai aesa calculate karo option ka value

5:42:50 black scholes model
5:45:00 black scholes model formula
Don’t mixup both black scholes and binomial method

sahilprajapati
Автор

Sir you are really great bahut hi achhi conceptual clarity dete h aap Sach me saare concepts paani paani paani kr diye 😀😀 Thankyou so much sir🙏🙏

swatisingh
Автор

1:45 quick revision of futures
2:14:30 summary of options concept
Dayal singh ques must do
5:05 abandonment option
5:42 black scholes

rainavasudeva
Автор

The man
The myth
The Legend
King pratik jagati 👑

Mihirj
Автор

30:51 example on nifty futures
40:28 Q 11
49:16 Q 16
59:20 cost of carry model
1:08:18 Q 8
1:24:20 Q 9
1:31:28 Q 12
1:39:32 Initial Margin
1:40:39 Q 7
1:45:30 Futures overview
1:56:00 options
2:06:21 examples
2:15:28 Q 25
2:18:54 Q 24
2:20:24 Q 23 LDR
2:28:30 old pm Q
2:52:09 Q 26
2:54:05 Q 27
2:58:41 Two period binomial model
3:15:39 Q 28
3:18:22 Q 29
3:24:50 Riskless hedge portfolio
3:36:34 Q 30
4:53:01 Real options
5:13:48 Q 43 (ACB)
5:27:12 Timing Option
5:34:59 Q 42 (ACB)
5:40:05 Black Scholes Model
5:52:28 Q 31
6:05:58 Q 32
6:13:28 Q 44 (ACB)

Thank you @tusharchoudhary7812 for timestamps :)

swanand
Автор

Sir You are Real Hero
Itnaa siddth se smjaaa diyaa h
Joo ch. OPTIONS me pending rakhaa
Lecture le kar majaa aaa gya 🎉tha ❤

rameshsharma
Автор

07:26:47 summary of vega, gamma, delta
07:43:50 summary of exotic option

Deepiikaaa
Автор

93k Subscribers and 93k views . Ratio 1:1 .

rohitjhashorts
Автор

Bees hajar wale chor log jab ye video dekhenge toh darr jayenge cus they will know that you, your knowledge, your humbleness and your simplicity are simply unbeatable..😅

Rahulsehgal
Автор

FMR
1(i) Hedging Through NIFTY Futures
40:00 - Q1(LDR)
48:50- Q2
1(ii) Cost of Carrying Model
01:07:50 - Q8
01:24:35 - Q9 (Self)
01:31:51 - Q3
1(iii) Initial & Maintenance Margin
01:40:00 - Q5
✨01:45:25 - Futures Short Revision✨

2. Options
02:15:31 - Q31
02:18:52 - Q32
02:20:19 - Q33 (LDR)
02:28:16- Q34

3(i) Binomial Model
02:52:39 - Q29
02:55:14 - Q25 ✨
3(ii) 2- Period Binomial Model
3:15:44 - Q28
3:18:27- Q38
3(iii) Riskless Hedge Portfolio
3:36:42 - Q26

4(i) Real Option
05:13:46 - Illus 5 (Abondenment Option)
04:24:12 - Q14
05:34:30 - Illus 6✨Ratta (Time Option)

payal