Stock Index Futures
This module covers Stock Index Futures. These are futures contracts based on stock market indices as the underlying asset. This module will look at the characteristics of a stock index futures contract, how to determine the fair futures price, program trading, using stock index futures, and adjusting hedge ratios for beta. This course replicates the content from lesson 5 of Forwards and Futures.
This course replicates the content from module 5 of the course Forwards and Futures: Pricing and Risks.
CPE Credits: 1
| Program Level | Intermediate |
| Prerequisites | Derivative Instruments or equivalent level of knowledge. |
| Advance Preparation | No advance preparation required. |
| Recent Revision Date | June 4, 2015 |
| Instructional Delivery Method | QAS Self Study |
| Field of Study | Specialized Knowledge and Applications |
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Duration : 1 hour
- Underlying indices
- Characteristics and specifications of stock index future contracts
- Determining the fair futures price
- Using stock index futures
- Adjusting hedge ratio for beta