Structure of Work Shop on Hedge Fund & Derivatives by -

Dr. Sandeep Gupta; Date: 15-Jan-2016; Time: 10:00 AM

Workshop will begin with introduction to speaker i.e. myself – Dr. Sandeep Gupta
– 3 to 5 minutes

Following will be structures for Hedge Fund & Derivatives

A. Hedge Funds – one hour

a) Definition
b) Structuring of a Hedge Fund
c) Industry
d) Hedge Fund’s Strategies
e) Risk Management in a Hedge Fund
f) Typical Returns in a Hedge Fund
g) Performance Metrics for a Hedge Fund
h) Fund of Hedge Funds

i) Salaries/Pay Packages of a Hedge Fund Manager

Q&A……………………………………………………………………….

B. Derivatives – one hour

a. Definition
b) Type of Derivatives:
A. Futures
B. Options
C. Forwards
c) History of Options
d) What are Options:
i. European
ii. American
iii. Euro Vs. American Options
iv. Puts
v. Calls
e) Pricing of Options & Futures
f) Greeks of Options:
i. First Order
ii. Second Order
iii. Third order
g) Risk Management by Derivatives
h) Leveraging by Derivatives

i) Salary/Pay Package for a Derivative Analyst & Trader

Q&A………………………………………………………………………………….

Hand outs to be provided:

A. Hedge Fund: Copy of Prospectus of a hedge fund

B. Derivatives: Copy of sheet of Black Scholes Formula for Option Pricing, Formula for
Futures Pricing