Start: 2:08-Futures a)Speculation 5:29- Hedging 15:54-Small Points to remember in Hedging 22:11-Q.9 Imp Points 22:42-Intial Margin and Maintenance Margin 25:06-Q.1 28:32-Q.2 33:25-Q.8 39:22-Q.9 43:47-Q.3(V Imp) 47:33-Q.5 (Imp points discussed) 49:40- Call Options 54:21-Put Options 57:10-Eg discussed by sir 59:06-Q.31 (Imp points discussed) 1:01:51-Q.33 (Imp Need to practise) 1:04:58-Q.34 (Imp Need to practise) 1:11:29-Binomial Model Formula discussed 1:16:01-Call and Put Option Value 1:16:51-Two Period Binomial Model 1:19:05- Q.28 American and European Call Concept option discussed in this question In American Call Option we need to calculate Intrinsic Value and take Higher of Intrinsic Value or Discounted Value If nothing mentioned then assume it as AMERICAN CALL OPTION and solve it 1:23:41-Q.38 Mistake done by ICAI is discussed by sir and we have to remember what ICAI has done Hedge Ratio calculation consider only one period 1:28:39-Points to remember 1. In American Call Option we need to calculate Intrinsic Value and take Higher of Intrinsic Value or Discounted Value as we can exercise it anytime 2. In European Call Option we can exercise at maturity 1:30:25- Q.26-Mr Dayal (Imp Need to practise) 1:41:27- Black Scholes-Q.39 1:52:24- Q.39-iii)As per ICAI-Put call Parity Theory 1:53:45- Q.39-iv) When dividend is given in question then we have to calculate Adjusted S0 1:55:24- Q.39- Imp Points to remember from Question discussed by sir 1:55:51- Q.51 2:00:17- Il.4- Real Options-Black Scholes (V Imp) 2:05:53- Il.4-Dividend Point to be remembered 2:10:41- Crux of Black Scholes Model 2:13:55- Real Options Theory 2:20:26- Timing Options 2:21:24- Q.54 Thankyou Sir revision was very useful...ICAI Mistakes makes it lot of confusion
FOR MY OWN REFERENCE Start: 2:08-Futures a)Speculation 5:29- Hedging 15:54-Small Points to remember in Hedging 22:11-Q.9 Imp Points 22:42-Intial Margin and Maintenance Margin 25:06-Q.1 28:32-Q.2 33:25-Q.8 39:22-Q.9 43:47-Q.3(V Imp) - Que Bank 12 p.g. no.9.13( see sol AA) P.g. no. 279 47:33-Q.5 (Imp points discussed) 49:40- Call Options 54:21-Put Options 57:10-Eg discussed by sir 59:06-Q.31 (Imp points discussed) 1:01:51-Q.33 (Imp Need to practise) 1:04:58-Q.34 (Imp Need to practise) 1:11:29-Binomial Model Formula discussed 1:16:01-Call and Put Option Value 1:16:51-Two Period Binomial Model 1:19:05- Q.28 American and European Call Concept option discussed in this question In American Call Option we need to calculate Intrinsic Value and take Higher of Intrinsic Value or Discounted Value If nothing mentioned then assume it as AMERICAN CALL OPTION and solve it 1:23:41-Q.38 Mistake done by ICAI is discussed by sir and we have to remember what ICAI has done Hedge Ratio calculation consider only one period 1:28:39-Points to remember 1. In American Call Option we need to calculate Intrinsic Value and take Higher of Intrinsic Value or Discounted Value as we can exercise it anytime 2. In European Call Option we can exercise at maturity 1:30:25- Q.26-Mr Dayal (Imp Need to practise) 1:41:27- Black Scholes-Q.39 1:52:24- Q.39-iii)As per ICAI-Put call Parity Theory 1:53:45- Q.39-iv) When dividend is given in question then we have to calculate Adjusted S0 1:55:24- Q.39- Imp Points to remember from Question discussed by sir 1:55:51- Q.51 2:00:17- Il.4- Real Options-Black Scholes (V Imp) 2:05:53- Il.4-Dividend Point to be remembered 2:10:41- Crux of Black Scholes Model 2:13:55- Real Options Theory 2:20:26- Timing Options 2:21:24- Q.54
Thankyou for this Wonderful Lecture Sir! Start: 2:08-Futures a)Speculation 5:296- Hedging 15:54-Small Points to remember in Hedging 22:11-Q.9 Imp Points 22:42-Intial Margin and Maintenance Margin 25:06-Q.1 28:32-Q.2 33:25-Q.8 39:22-Q.9 43:47-Q.3(V Imp) 47:33-Q.5 (Imp points discussed) 49:40- Call Options 54:21-Put Options 57:10-Eg discussed by sir 59:06-Q.31 (Imp points discussed) 1:01:51-Q.33 (Imp Need to practise) 1:04:58-Q.34 (Imp Need to practise) 1:11:29-Binomial Model Formula discussed 1:16:01-Call and Put Option Value 1:16:51-Two Period Binomial Model 1:19:05- Q.28 American and European Call Concept option discussed in this question In American Call Option we need to calculate Intrinsic Value and take Higher of Intrinsic Value or Discounted Value If nothing mentioned then assume it as AMERICAN CALL OPTION and solve it 1:23:41-Q.38 Mistake done by ICAI is discussed by sir and we have to remember what ICAI has done Hedge Ratio calculation consider only one period 1:28:39-Points to remember 1. In American Call Option we need to calculate Intrinsic Value and take Higher of Intrinsic Value or Discounted Value as we can exercise it anytime 2. In European Call Option we can exercise at maturity 1:30:25- Q.26-Mr Dayal (Imp Need to practise) 1:41:27- Black Scholes-Q.39 1:52:24- Q.39-iii)As per ICAI-Put call Parity Theory 1:53:45- Q.39-iv) When dividend is given in question then we have to calculate Adjusted S0 1:55:24- Q.39- Imp Points to remember from Question discussed by sir 1:55:51- Q.51 2:00:17- Il.4- Real Options-Black Scholes (V Imp) 2:05:53- Il.4-Dividend Point to be remembered 2:10:41- Crux of Black Scholes Model 2:13:55- Real Options Theory 2:20:26- Timing Options 2:21:24- Q.54
1:19:05 American and europe option 1:33:00 hedge ratio 0.5 share buy and write (obligation to sell) 1 full call 1:41:25 black scholes 2:00:00 real option black scholes 2:14:01 other real option and time option
Start: 2:08-Futures a)Speculation 5:29- Hedging 15:54-Small Points to remember in Hedging 22:11-Q.9 Imp Points 22:42-Intial Margin and Maintenance Margin 25:06-Q.1 28:32-Q.2 33:25-Q.8 39:22-Q.9 43:47-Q.3(V Imp) 47:33-Q.5 (Imp points discussed) 49:40- Call Options 54:21-Put Options 57:10-Eg discussed by sir 59:06-Q.31 (Imp points discussed) 1:01:51-Q.33 (Imp Need to practise) 1:04:58-Q.34 (Imp Need to practise) 1:11:29-Binomial Model Formula discussed 1:16:01-Call and Put Option Value 1:16:51-Two Period Binomial Model 1:19:05- Q.28 American and European Call Concept option discussed in this question In American Call Option we need to calculate Intrinsic Value and take Higher of Intrinsic Value or Discounted Value If nothing mentioned then assume it as AMERICAN CALL OPTION and solve it 1:23:41-Q.38 Mistake done by ICAI is discussed by sir and we have to remember what ICAI has done Hedge Ratio calculation consider only one period 1:28:39-Points to remember 1. In American Call Option we need to calculate Intrinsic Value and take Higher of Intrinsic Value or Discounted Value as we can exercise it anytime 2. In European Call Option we can exercise at maturity 1:30:25- Q.26-Mr Dayal (Imp Need to practise) 1:41:27- Black Scholes-Q.39 1:52:24- Q.39-iii)As per ICAI-Put call Parity Theory 1:53:45- Q.39-iv) When dividend is given in question then we have to calculate Adjusted S0 1:55:24- Q.39- Imp Points to remember from Question discussed by sir 1:55:51- Q.51 2:00:17- Il.4- Real Options-Black Scholes (V Imp) 2:05:53- Il.4-Dividend Point to be remembered 2:10:41- Crux of Black Scholes Model 2:13:55- Real Options Theory 2:20:26- Timing Options 2:21:24- Q.54 Thankyou Sir revision was very useful...
Start:
2:08-Futures a)Speculation
5:29- Hedging
15:54-Small Points to remember in Hedging
22:11-Q.9 Imp Points
22:42-Intial Margin and Maintenance Margin
25:06-Q.1
28:32-Q.2
33:25-Q.8
39:22-Q.9
43:47-Q.3(V Imp)
47:33-Q.5 (Imp points discussed)
49:40- Call Options
54:21-Put Options
57:10-Eg discussed by sir
59:06-Q.31 (Imp points discussed)
1:01:51-Q.33 (Imp Need to practise)
1:04:58-Q.34 (Imp Need to practise)
1:11:29-Binomial Model Formula discussed
1:16:01-Call and Put Option Value
1:16:51-Two Period Binomial Model
1:19:05- Q.28
American and European Call Concept option discussed in this question
In American Call Option we need to calculate Intrinsic Value and take Higher of Intrinsic Value or Discounted Value
If nothing mentioned then assume it as AMERICAN CALL OPTION and solve it
1:23:41-Q.38
Mistake done by ICAI is discussed by sir and we have to remember what ICAI has done
Hedge Ratio calculation consider only one period
1:28:39-Points to remember
1. In American Call Option we need to calculate Intrinsic Value and take Higher of Intrinsic Value or Discounted Value as
we can exercise it anytime
2. In European Call Option we can exercise at maturity
1:30:25- Q.26-Mr Dayal (Imp Need to practise)
1:41:27- Black Scholes-Q.39
1:52:24- Q.39-iii)As per ICAI-Put call Parity Theory
1:53:45- Q.39-iv) When dividend is given in question then we have to calculate Adjusted S0
1:55:24- Q.39- Imp Points to remember from Question discussed by sir
1:55:51- Q.51
2:00:17- Il.4- Real Options-Black Scholes (V Imp)
2:05:53- Il.4-Dividend Point to be remembered
2:10:41- Crux of Black Scholes Model
2:13:55- Real Options Theory
2:20:26- Timing Options
2:21:24- Q.54
Thankyou Sir revision was very useful...ICAI Mistakes makes it lot of confusion
Bcz of ICAI we are having lot more confusion in Abandonment and Real option and Black solves
De😂*j
FOR MY OWN REFERENCE
Start:
2:08-Futures a)Speculation
5:29- Hedging
15:54-Small Points to remember in Hedging
22:11-Q.9 Imp Points
22:42-Intial Margin and Maintenance Margin
25:06-Q.1
28:32-Q.2
33:25-Q.8
39:22-Q.9
43:47-Q.3(V Imp) - Que Bank 12 p.g. no.9.13( see sol AA) P.g. no. 279
47:33-Q.5 (Imp points discussed)
49:40- Call Options
54:21-Put Options
57:10-Eg discussed by sir
59:06-Q.31 (Imp points discussed)
1:01:51-Q.33 (Imp Need to practise)
1:04:58-Q.34 (Imp Need to practise)
1:11:29-Binomial Model Formula discussed
1:16:01-Call and Put Option Value
1:16:51-Two Period Binomial Model
1:19:05- Q.28
American and European Call Concept option discussed in this question
In American Call Option we need to calculate Intrinsic Value and take Higher of Intrinsic Value or Discounted Value
If nothing mentioned then assume it as AMERICAN CALL OPTION and solve it
1:23:41-Q.38
Mistake done by ICAI is discussed by sir and we have to remember what ICAI has done
Hedge Ratio calculation consider only one period
1:28:39-Points to remember
1. In American Call Option we need to calculate Intrinsic Value and take Higher of Intrinsic Value or Discounted Value as
we can exercise it anytime
2. In European Call Option we can exercise at maturity
1:30:25- Q.26-Mr Dayal (Imp Need to practise)
1:41:27- Black Scholes-Q.39
1:52:24- Q.39-iii)As per ICAI-Put call Parity Theory
1:53:45- Q.39-iv) When dividend is given in question then we have to calculate Adjusted S0
1:55:24- Q.39- Imp Points to remember from Question discussed by sir
1:55:51- Q.51
2:00:17- Il.4- Real Options-Black Scholes (V Imp)
2:05:53- Il.4-Dividend Point to be remembered
2:10:41- Crux of Black Scholes Model
2:13:55- Real Options Theory
2:20:26- Timing Options
2:21:24- Q.54
Thankyou for this Wonderful Lecture Sir!
Start:
2:08-Futures a)Speculation
5:296- Hedging
15:54-Small Points to remember in Hedging
22:11-Q.9 Imp Points
22:42-Intial Margin and Maintenance Margin
25:06-Q.1
28:32-Q.2
33:25-Q.8
39:22-Q.9
43:47-Q.3(V Imp)
47:33-Q.5 (Imp points discussed)
49:40- Call Options
54:21-Put Options
57:10-Eg discussed by sir
59:06-Q.31 (Imp points discussed)
1:01:51-Q.33 (Imp Need to practise)
1:04:58-Q.34 (Imp Need to practise)
1:11:29-Binomial Model Formula discussed
1:16:01-Call and Put Option Value
1:16:51-Two Period Binomial Model
1:19:05- Q.28
American and European Call Concept option discussed in this question
In American Call Option we need to calculate Intrinsic Value and take Higher of Intrinsic Value or Discounted Value
If nothing mentioned then assume it as AMERICAN CALL OPTION and solve it
1:23:41-Q.38
Mistake done by ICAI is discussed by sir and we have to remember what ICAI has done
Hedge Ratio calculation consider only one period
1:28:39-Points to remember
1. In American Call Option we need to calculate Intrinsic Value and take Higher of Intrinsic Value or Discounted Value as
we can exercise it anytime
2. In European Call Option we can exercise at maturity
1:30:25- Q.26-Mr Dayal (Imp Need to practise)
1:41:27- Black Scholes-Q.39
1:52:24- Q.39-iii)As per ICAI-Put call Parity Theory
1:53:45- Q.39-iv) When dividend is given in question then we have to calculate Adjusted S0
1:55:24- Q.39- Imp Points to remember from Question discussed by sir
1:55:51- Q.51
2:00:17- Il.4- Real Options-Black Scholes (V Imp)
2:05:53- Il.4-Dividend Point to be remembered
2:10:41- Crux of Black Scholes Model
2:13:55- Real Options Theory
2:20:26- Timing Options
2:21:24- Q.54
Thank you so much.
1:19:05 American and europe option
1:33:00 hedge ratio
0.5 share buy and write (obligation to sell) 1 full call
1:41:25 black scholes
2:00:00 real option black scholes
2:14:01 other real option and time option
Thank you sirji....I am a CA because of your youtube lecture😊
Thank you sir .... Bhagwan aapko bohot jyada achi health and wealth de ❤❤
2:08 Futures Full concepts
Futures Questions
25:03 Q1
28:29 Q2
Sir, please iski bhi short video bnado 15 min ki bahut helful hogi... Thankyou for your efforts. 🌸
Was waiting for it😍😍
2:30:00 sir its 1/2.5 = 40% not 1/2.1 for illus 6
Why no professor teaches TYK Q12 properly??????
I am really thankful to you sir , Thankyou so much sir , god bless you ..
Thanks a lot sir ji😊
❤❤❤
Totally Worth it!!
Thank you so much sir for this much needed video. ❤
Thanks for all the efforts sir 🙏🙏
Sir timing option m phir kse shi wala Krna h ya icai wala?
Thanks Sir 🙏
16:00 - Beta imp points.
Sir aap bhagwan ho mere liye
Sir portfolio rebalancing therory k Q fast mode krado esy hi it will more useful for us
And thanks for this video😊
Achha lagra sir ye shirt aap par🔥🔥
Sir advance capital budgeting ka bhe short video bana dejeye
Please provide notes.....proper telegram link....
Join karke lele
1:04:59
43:47
Andi Bandi Sandi Jo Video Like Nhi kiya !! **
Which options choose
American or European
As per ICAI, the que are solved(TYK Q23 & ill 1) using European options
Sir says American options
Aaj hi 8 hour ka video kiya
Which one is better???8 hrs or 3 hrs ....
@@SRanasaria 8 if u want more question to solve . for revision 3
Q 16 ( 29:29)
Start:
2:08-Futures a)Speculation
5:29- Hedging
15:54-Small Points to remember in Hedging
22:11-Q.9 Imp Points
22:42-Intial Margin and Maintenance Margin
25:06-Q.1
28:32-Q.2
33:25-Q.8
39:22-Q.9
43:47-Q.3(V Imp)
47:33-Q.5 (Imp points discussed)
49:40- Call Options
54:21-Put Options
57:10-Eg discussed by sir
59:06-Q.31 (Imp points discussed)
1:01:51-Q.33 (Imp Need to practise)
1:04:58-Q.34 (Imp Need to practise)
1:11:29-Binomial Model Formula discussed
1:16:01-Call and Put Option Value
1:16:51-Two Period Binomial Model
1:19:05- Q.28
American and European Call Concept option discussed in this question
In American Call Option we need to calculate Intrinsic Value and take Higher of Intrinsic Value or Discounted Value
If nothing mentioned then assume it as AMERICAN CALL OPTION and solve it
1:23:41-Q.38
Mistake done by ICAI is discussed by sir and we have to remember what ICAI has done
Hedge Ratio calculation consider only one period
1:28:39-Points to remember
1. In American Call Option we need to calculate Intrinsic Value and take Higher of Intrinsic Value or Discounted Value as
we can exercise it anytime
2. In European Call Option we can exercise at maturity
1:30:25- Q.26-Mr Dayal (Imp Need to practise)
1:41:27- Black Scholes-Q.39
1:52:24- Q.39-iii)As per ICAI-Put call Parity Theory
1:53:45- Q.39-iv) When dividend is given in question then we have to calculate Adjusted S0
1:55:24- Q.39- Imp Points to remember from Question discussed by sir
1:55:51- Q.51
2:00:17- Il.4- Real Options-Black Scholes (V Imp)
2:05:53- Il.4-Dividend Point to be remembered
2:10:41- Crux of Black Scholes Model
2:13:55- Real Options Theory
2:20:26- Timing Options
2:21:24- Q.54
Thankyou Sir revision was very useful...
Que 50 nh kraya sir ne?
Thankyou Sir
Thank you so much Sir...
1:41:38
2:20:50