Financial Derivatives & Risk Management Course | IIT Roorkee | Prof. J.P. Singh
Course Details
| Exam Registration | 438 |
|---|---|
| Course Status | Ongoing |
| Course Type | Elective |
| Language | English |
| Duration | 12 weeks |
| Categories | Management Studies |
| Credit Points | 3 |
| Level | Postgraduate |
| Start Date | 19 Jan 2026 |
| End Date | 10 Apr 2026 |
| Enrollment Ends | 02 Feb 2026 |
| Exam Registration Ends | 20 Feb 2026 |
| Exam Date | 18 Apr 2026 IST |
| NCrF Level | 4.5 — 8.0 |
Master the Complex World of Financial Derivatives & Risk Management
In today's interconnected global economy, characterized by free-market pricing, cross-border investments, and dynamic regulatory reforms, the ability to manage financial risk is not just an advantage—it's a necessity for survival and competitive returns. At the heart of modern scientific risk management lie financial derivatives, powerful instruments whose trading volumes and innovative structured products grow exponentially. To bridge the critical knowledge gap in this field, the Indian Institute of Technology Roorkee offers a seminal 12-week postgraduate course: Financial Derivatives & Risk Management, led by the distinguished Prof. J. P. Singh.
Why This Course is Essential for Finance Professionals
Traditional courses on derivatives often fall into two extremes: highly mathematical treatments requiring advanced stochastic calculus, or superficial overviews focusing only on trading mechanics. This leaves a vast middle ground—the practical, applied understanding of how derivatives are priced, strategized, and used for hedging—largely uncovered. This IIT Roorkee course is specifically designed to fill that void. It delivers a cogent and wholesome perspective, making the complex world of derivatives accessible and actionable for finance professionals, managers, and academicians.
Meet Your Instructor: Prof. Jatinder Pal Singh
The course is guided by the exceptional expertise of Prof. J. P. Singh, a Professor (HAG) in the Department of Management Studies at IIT Roorkee. His unique interdisciplinary background sets him apart:
- Academic Credentials: Postgraduate in Physics and Mathematics, Graduate in Law & Operational Research.
- Professional Qualifications: Fellow member of the Institute of Chartered Accountants of India (ICAI) and the Institute of Company Secretaries of India (ICSI). Associate Member of the Institute of Cost Accountants of India and the Institution of Engineers (India).
- Experience: Brings over 10 years of corporate experience combined with decades of academic and research excellence at IIT Roorkee since 2001.
- Research Interests: Econophysics, Mathematical Finance, Financial Risk Management, International Finance, and Corporate Governance.
This blend of deep theoretical knowledge, professional accreditation, and practical experience ensures the course content is both rigorous and relevant to real-world markets.
Detailed 12-Week Course Curriculum
The course is structured to take you from foundational concepts to advanced applications in a logical progression over 12 weeks.
| Week | Core Topics Covered |
|---|---|
| Week 1-2 | Overview of Derivatives; Forwards & Futures Pricing, Arbitrage, Margining, and Basic Hedging. |
| Week 3-4 | Advanced Futures Hedging; Mean-Variance Portfolio Theory & CAPM; Index Futures; Basics of Interest Rates. |
| Week 5-6 | Interest Rate Risk Measurement; Interest Rate Futures (T-Bill, Eurodollar, T-Bond); Tailing the Hedge; Introduction to Options. |
| Week 7 | Option Price Bounds, Put-Call Parity, American Options, and Basic Trading Strategies. |
| Week 8-10 | Option Spreads; Introduction to Stochastic Processes, Brownian Motion, Ito's Lemma; Binomial Model and the Black-Scholes Option Pricing Model. |
| Week 11 | Option Greeks (Delta, Gamma, Theta, Vega) and their role in trading & risk management; FRAs & Swaps. |
| Week 12 | Valuation of Swaps; Introduction to Value at Risk (VaR) as a key risk measurement tool. |
Who Should Enroll?
Intended Audience: This course is ideal for:
- Postgraduate students in Management, Finance, Commerce, and Economics.
- Professionals in banking, stock & commodity exchanges, brokerage firms, and portfolio management.
- Investment bankers, corporate finance executives, and market regulators.
- Academicians and researchers seeking a gateway to advanced work in financial engineering and risk management.
Prerequisites & Industry Recognition
Prerequisites: A basic understanding of finance fundamentals, along with senior school-level mathematics (algebra, calculus, and probability) is required to fully benefit from the course.
Industry Support: The course is designed to attract immense recognition across the financial services industry. It adds significant value and versatility to professionals in corporate finance, trading, risk analysis, and financial consulting.
Key Learning Outcomes
Upon completion, participants will be able to:
- Understand the structure, pricing, and trading mechanisms of forwards, futures, options, and swaps.
- Design and implement effective hedging strategies for various types of financial risk.
- Comprehend the mathematical foundations of derivative pricing, including the Binomial and Black-Scholes models.
- Apply Option Greeks for advanced trading and risk management decisions.
- Calculate and interpret Value at Risk (VaR) for a portfolio.
- Appreciate the role of derivatives in the broader context of financial regulation and global markets.
Embark on this 12-week journey with an IIT professor to demystify financial derivatives and equip yourself with the sophisticated risk management tools demanded by today's volatile financial landscape. This course is your definitive step towards mastering the instruments that shape modern finance.
Enroll Now →