Financial Derivatives [ECON 077]

Welcome to Prime Academy

We provide Best Online Coaching for Financial Derivatives [ECON 077] for Economics (H) Semester VI, University of Delhi

For getting access of recorded video lectures of 

Financial Derivatives (ECON – 077) 

BA Economics (H) Semester VI, UGCF 2025 

you need to subscribe our course.

If you are not registered at our website then Register Here 

(After registration please inform us at +91 9899 192027 to get the access)

If you are already registered and have Got the access then Login to watch the Lectures

Sem VI Subjects

ā–ŗInternational Trade

ā–ŗDevelopment Theory & Esperience

ā–ŗIndian Growth & Development

ā–ŗDSE – Financial Economics

ā–ŗDSE – Money & Financial Markets

ā–ŗDSE – Topics in Game Theory

ā–ŗDSE – Financial Derivatives

ā–ŗGE – Basic Environmental Economics

Reading List of Financial Derivatives

The Financial Derivatives (ECON – 077) Course for BA (Hons) Economics Semester VI, UGCF 2025, Delhi University has been taught by Mr. Dheeraj Suri. The Video Lectures are based upon the books prescribed by the University of Delhi. The Duration of Video Lectures is approximately 40 Hours.

Access of Video Lectures is provided on any one of the following devices:

Windows Computer or Laptop, or

Android Phone or Tablet, or

Apple Iphone or Ipad, or

Apple Macbook,

till end of Semester VI Exams.

Course Fee : Rs. 7,000

Fee Structure :

Once You get the access you need to login and download our APP and all the lectures from your login account and play in your device.

You will get :

ā–ŗFull Course Video Lectures

ā–ŗLive Online Doubts Sessions with Expert Faculty (at least twice a week) for resolution of Doubts

ā–ŗOnline Discussion Forum to Post Your Queries to Discuss with Faculty & other fellow Students

ā–ŗMock Tests at the Website for regular assessment and progress tracking

ā–ŗVideo Lectures Cover Theory Portions Exhaustively + Complete Solutions of Back Questions of Readings + Solutions of Previous Years Papers + Large Number of Numericals

ā–ŗComprehensive Coverage of Syllabus and Exam Oriented Preperation

This online coaching platform aims to provide a supportive and engaging learning environment for students to achieve academic success and excel in their Economics Honours program.

Recommended Readings

ā–ŗHull, John C.,Options, Futures and Other Derivatives, Pearson Education, Inc, 9th Edition (Global Edition), 2018.
ā–ŗRobert W. Kolb, James A. Overdahl, Financial Derivatives: Pricing and Risk Management, John Wiley & Sons, 2010

Demo Lectures

Demo Quiz

For Complete Mock Test Series of Financial Derivatives, You need to subscribe our course.

Contact us at +91 9899192027

Exam Pattern

Internal Assessment and Continuous Assessment

i) Internal Assessment (30 marks) : The Internal Assessment would comprise of 6 marks for attendance and two tests of total 24 marks.

ii) Continuous Assessment (40 marks)

End Semester Examination (90 Marks)

It was decided that for the End Semester examination there would be an open choice to attempt any 5 questions out of 6. There will be 2 questions from Unit I and 4 questions from unit II. All questions will carry equal marks.

Course Content of Our Video Lectures

Lectures are Strictly as per Latest Syllabus for UGCF 2025

Unit 1 : Futures Contract & SWAP

Part I : Futures/Forward Contracts : Properties Pricing & Hedging

Chapter 1 : Mechanics of Futures Markets

Number Video Lectures : 2

Duration of Video Lectures : 139 Minutes

Based Upon Chapter 2 Hull

Topics Covered

ā–ŗSpecification of a Futures Contract,

ā–ŗConvergence of Futures Price to Spot Price,

ā–ŗThe Operation of Margin Accounts,

ā–ŗForward Vs. Futures Contract,

ā–ŗQuestions from Recent Eco (H) Examinations,

ā–ŗReading Back Questions,

Chapter 2 : Determination of Forward and Futures Prices

Number Video Lectures : 3

Duration of Video Lectures : 107 Minutes

Based Upon Chapter 5 Hull

Topics Covered

ā–ŗFuture Prices,

ā–ŗQuestions from Recent Eco (H) Examinations,

ā–ŗReading Back Questions,

Chapter 3 : Hedging Strategies

Number Video Lectures : 3

Duration of Video Lectures : 130 Minutes

Based Upon Chapter 3 Hull

Topics Covered

ā–ŗMeaning of Hedging,

ā–ŗQuestions from Recent Eco (H) Examinations,

ā–ŗReading Back Questions,

Part II : Interest Rate Futures

Chapter 4 : Interest Rate Futures

Number Video Lectures : 2

Duration of Video Lectures : 90 Minutes

Based Upon Chapter 6 Hull

Topics Covered

ā–ŗInterest Rate Futures,

ā–ŗQuestions from Recent Eco (H) Examinations,

ā–ŗReading Back Questions,

Part III : SWAP and FRA

Chapter 5 : Interest Rate

Number Video Lectures : 2

Duration of Video Lectures : 90 Minutes

Based Upon Chapter 4 Hull and Chapter 37 Kolb

Topics Covered

ā–ŗTypes of Rates,

ā–ŗMeasuring Interest Rates,

ā–ŗForward Rates & Forward Rate Agreements,

ā–ŗQuestions from Recent Eco (H) Examinations,

ā–ŗReading Back Questions,

Chapter 6 : SWAPS

Number Video Lectures : 2

Duration of Video Lectures : 90 Minutes

Based Upon Chapter 7.1 – 7.4, Chapter 1, Chapter 28 Kolb

Topics Covered

ā–ŗMechanics of Interest Rate SWAPS,

ā–ŗDay Count Issues,

ā–ŗThe Comparative Advantage Argument,

ā–ŗPricing and Valuation of SWAPS,

ā–ŗQuestions from Recent Eco (H) Examinations,

ā–ŗReading Back Questions,

Unit 2 : Options Contract

Part I : Introduction and Properties of Option Contracts

Chapter 7 : Mechanics of Options Markets

Number Video Lectures : 3

Duration of Video Lectures : 135 Minutes

Based Upon Chapter 10 Hull

Topics Covered

ā–ŗMeaning of Options, Call Options, Put Options

ā–ŗOption Positions, Underlying Assets,

ā–ŗSpecification of Stock Options,

ā–ŗTrading, Commisions & Margin Requirements,

ā–ŗQuestions from Recent Eco (H) Examinations,

ā–ŗReading Back Questions,

Chapter 8 : Properties of Stock Options

Number Video Lectures : 2

Duration of Video Lectures : 152 Minutes

Based Upon Chapter 11 Hull

Topics Covered

ā–ŗFactors Affecting Options Prices,

ā–ŗAssumptions & Notation, Upper & Lower Bounds for Options Prices,

ā–ŗPut Call Parity,

ā–ŗCalls & Puts on a non dividend paying stock,

ā–ŗEffect of Dividends,

ā–ŗQuestions from Recent Eco (H) Examinations,

ā–ŗReading Back Questions,

Part II : Option Strategies

Chapter 9 : Trading Strategies Invonving Options

Number Video Lectures : 3

Duration of Video Lectures : 160 Minutes

Based Upon Chapter 12 Hull

Topics Covered

ā–ŗTrading an Option,

ā–ŗSpreads,

ā–ŗCombinations,

ā–ŗQuestions from Recent Eco (H) Examinations,

ā–ŗReading Back Questions,

Part III : Pricing of Options, BSM and Greek Letters

Chapter 10 : Binomial Trees

Number Video Lectures : 6

Duration of Video Lectures : 170 Minutes

Based Upon Chapter 13 Hull

Topics Covered

ā–ŗBinomial Trees,

ā–ŗRisk Neutral Valuations,

ā–ŗTwo Step Binomial Tree,

ā–ŗDelta of an Option,

ā–ŗMatching Volatility,

ā–ŗQuestions from Recent Eco (H) Examinations,

ā–ŗReading Back Questions,

Chapter 11 : ITO’s Lemma

Number Video Lectures : 1

Duration of Video Lectures : 17 Minutes

Based Upon Chapter 14 Hull

Topics Covered

ā–ŗITO’s Lemma,

ā–ŗQuestions from Recent Eco (H) Examinations,

ā–ŗReading Back Questions,

Chapter 12 : The Black Scholes Merton Model

Number Video Lectures : 4

Duration of Video Lectures : 82 Minutes

Based Upon Chapter 15 Hull

Topics Covered

ā–ŗThe Expected Return,

ā–ŗVolatility,

ā–ŗBlack Scholes Model,

ā–ŗPricing Formula,

ā–ŗQuestions from Recent Eco (H) Examinations,

ā–ŗReading Back Questions,

Chapter 13 : The Greek Letters

Number Video Lectures : 1

Duration of Video Lectures : 40 Minutes

Based Upon Chapter 19 Hull

Topics Covered

ā–ŗThe Greek Letters,

ā–ŗQuestions from Recent Eco (H) Examinations,

ā–ŗReading Back Questions,