Derivatives Foundation case studies, worked step by step
- Cases
- 100
- Traced to a firm
- 12
- Topics
- 12
- Hard
- 29
Topic
All topicsMargin, clearing and risk limits8Market making and trading scenarios8Option pricing and arbitrage checks8Option strategies and trade ideas10Hedging with futures8Forwards, futures and arbitrage8Volatility trading8Interest rate derivatives9Structured products and client solutions7Currency derivatives and corporate FX hedging9Credit derivatives and counterparty risk7Greeks and managing an options book10
Showing 1–5 of 5 · filtered from 100Clear filters
- 022On a Rs 1,000 stock, compare a covered call, a protective put and a long straddle over three equally likely outcomes of 850, 1,000 and 1,150. Which makes more money on average, which has the more volatile P&L, and where does each come from?Susquehanna International GroupPhiladelphia · 2025
- 033A fund with no spare cash wants exposure to Purandar Motors at Rs 700. The three-month 700 call is 42 and the 700 put 30, rates are 7%, and the future trades at 712. Build a synthetic long, compare it with the future, and say whether anything is mispriced.Asset managementEquity derivatives
- 078You are bearish on a stock at Rs 250 over three months. Short the stock with an 8% borrow, buy the 250 put at 12, or buy the 250/220 put spread for 8? Show the outcomes at 200, 240 and 270.Hedge fundsEquity derivatives
- 081A stock at 400 should drift to 420 to 440 over two months, not beyond. Buy the 400 call at 14, buy the 400/440 call spread at 10, or sell the 380 put at 6? Pick one.Old Mission CapitalChicago · 2025
- 092A family office expects the bank index, at 48,000, to stay between 47,000 and 49,000 for two weeks. Compare selling the 46,500 put and 49,500 call for 180 points with adding 46,000 and 50,000 wings for a net 120, at 45,000, 48,000 and 51,500.Wealth managementIndian derivatives desks
Company names and figures are illustrative.