Durga Analytics/IM7 Commodity Structured & Multi-Leg Products

  • $1,999

IM7 Commodity Structured & Multi-Leg Products

  • Course
  • 141 Lessons

Master structured and multi-leg commodity products: straddles, strangles, vertical spreads, butterflies and condors, collars and participating forwards, accumulators and decumulators, target redemption, structured swaps and cross-commodity hybrids, and the embedded optionality buyers rarely price correctly.

Contents

Module 00 - Structured Product Foundations (Chapters 01–10)

1. What a Structured Commodity Product Actually Is.m4a
2. Primitive Leg vs Structured Trade.m4a
3. Why Structured Products Exist.m4a
4. Payoff Decomposition.m4a
5. Long and Short Optionality Inside Structures.m4a
6. Structure-Level State Variables.m4a
7. Conditional and Contingent Legs.m4a
8. Commercial Term Sheets.m4a
9. Structured Product Lifecycle.m4a
10. NorthStar Structured Products Estate.m4a
Module 00 - Structured Product Foundations.chapters.txt
Module 00 - Structured Product Foundations.png
Module 00 - Structured Product Foundations.mp4

Module 01 - Vanilla Multi-Leg Strategies (Chapters 11–20)

11. Long Straddles.m4a
12. Short Straddles.m4a
13. Strangles.m4a
14. Bull and Bear Spreads.m4a
15. Butterfly Spreads.m4a
16. Condor Spreads.m4a
17. Risk Reversals.m4a
18. Seagull Structures.m4a
19. Ratio Spreads.m4a
20. Multi-Leg Vanilla Strategy Lab.m4a
Module 01 - Vanilla Multi-Leg Strategies.mp4
Module 01 - Vanilla Multi-Leg Strategies.chapters.txt
Module 01 - Vanilla Multi-Leg Strategies.png

Module 02 - Collars, Participating Hedges & Price Corridors (Chapters 21–30)

21. Zero-Cost Commodity Collars.m4a
22. Premium-Bearing Collars.m4a
23. Three-Way Collars.m4a
24. Four-Way Collars.m4a
25. Participating Forwards.m4a
26. Capped Participating Forwards.m4a
27. Flexible Participation Ratios.m4a
28. Price Corridors.m4a
29. Producer vs Consumer Structured Hedges.m4a
30. Collar & Participation Structuring Lab.m4a
Module 02 - Collars, Participating Hedges & Price Corridors.mp4
Module 02 - Collars, Participating Hedges & Price Corridors.chapters.txt
Module 02 - Collars, Participating Hedges & Price Corridors.png

Module 03 - Accumulators, Decumulators & Leveraged Fixing Structures (Chapters 31–40)

31. Accumulator Fundamentals.m4a
32. Decumulator Fundamentals.m4a
33. Daily and Periodic Fixing Mechanics.m4a
34. Leveraged Accumulation.m4a
35. Knockout Accumulators.m4a
36. Guaranteed Accumulation Periods.m4a
37. Accumulated Quantity Management.m4a
38. Accumulator Valuation.m4a
39. Accumulator Risk and Hedge Instability.m4a
40. Accumulator_Decumulator Implementation Lab.m4a
Module 03 - Accumulators, Decumulators & Leveraged Fixing Structures.mp4
Module 03 - Accumulators, Decumulators & Leveraged Fixing Structures.chapters.txt
Module 03 - Accumulators, Decumulators & Leveraged Fixing Structures.png

Module 04 - TARFs and Target-Based Structures (Chapters 41–50)

41. Target Redemption Forward Fundamentals.m4a
42. Commodity TARF Payoff Mechanics.m4a
43. Target Accumulation State.m4a
44. Leveraged TARFs.m4a
45. Knockout at Target.m4a
46. Target Redemption Notes vs Commodity TARFs.m4a
47. TARF Monte Carlo Valuation.m4a
48. TARF Greeks and Scenario Risk.m4a
49. TARF Credit and Settlement Exposure.m4a
50. TARF Valuation & State Lab.m4a
Module 04 - TARFs and Target-Based Structures.mp4
Module 04 - TARFs and Target-Based Structures.chapters.txt
Module 04 - TARFs and Target-Based Structures.png

Module 05 - Callable, Extendible & Contingent Structures (Chapters 51–60)

51. Callable Commodity Swaps.m4a
52. Puttable Commodity Swaps.m4a
53. Extendible Swaps.m4a
54. Extendible Forwards.m4a
55. Cancelable Forwards.m4a
56. Contingent Forwards.m4a
57. Deferred-Start Structures.m4a
58. Callable Range and Corridor Structures.m4a
59. Exercise Policy and Optimal Termination.m4a
60. Callable & Extendible Structures Lab.m4a
Module 05 - Callable, Extendible & Contingent Structures.mp4
Module 05 - Callable, Extendible & Contingent Structures.chapters.txt
Module 05 - Callable, Extendible & Contingent Structures.png

Module 06 - Structured Spread & Multi-Commodity Products (Chapters 61–70)

61. Structured Crack Hedges.m4a
62. Structured Spark Hedges.m4a
63. Clean Spark Structured Products.m4a
64. LNG Netback Structures.m4a
65. Commodity Basket Hedges.m4a
66. Cross-Commodity Collars.m4a
67. Spread Collars.m4a
68. Multi-Commodity Trigger Structures.m4a
69. Structured Hedge Portfolio Decomposition.m4a
70. Multi-Commodity Structured Product Lab.m4a
Module 06 - Structured Spread & Multi-Commodity Products.mp4
Module 06 - Structured Spread & Multi-Commodity Products.chapters.txt
Module 06 - Structured Spread & Multi-Commodity Products.png

Module 07 - Valuation, Greeks, P&L & Hedging (Chapters 71–80)

71. Valuation by Primitive Decomposition.m4a
72. Structure-Level Monte Carlo.m4a
73. Structure-Level Greeks.m4a
74. Effective Delta and Conditional Notional.m4a
75. Structured Product Vega.m4a
76. Correlation and Cross-Gamma.m4a
77. Structured Product P&L Explain.m4a
78. Dynamic Hedging of Structured Products.m4a
79. Stress Testing Structured Books.m4a
80. Structured Risk & P&L Lab.m4a
Module 07 - Valuation, Greeks, P&L & Hedging.mp4
Module 07 - Valuation, Greeks, P&L & Hedging.chapters.txt
Module 07 - Valuation, Greeks, P&L & Hedging.png

Module 08 - Credit, Lifecycle, Accounting & Product Control (Chapters 81–90)

81. Counterparty Exposure on Structured Products.m4a
82. Worst-Case Contractual Quantity.m4a
83. Structured Product Premium and Cashflow Architecture.m4a
84. Fixing and Observation Control.m4a
85. Trigger and Termination Control.m4a
86. Restructuring Existing Structured Trades.m4a
87. Structured Product Accounting.m4a
88. Structured Product IPV.m4a
89. Suitability, Mandate and Product Governance.m4a
90. Month-End Structured Product Control.m4a
Module 08 - Credit, Lifecycle, Accounting & Product Control.mp4
Module 08 - Credit, Lifecycle, Accounting & Product Control.chapters.txt
Module 08 - Credit, Lifecycle, Accounting & Product Control.png

Module 09 - CTRM_ETRM Engineering & Capstone (Chapters 91–100)

91. Canonical Structured Trade Data Model.m4a
92. Condition and Action Engine.m4a
93. Structure State Store.m4a
94. Parent-Leg Dependency Graph.m4a
95. Structured Pricing Orchestrator.m4a
96. Structured Risk Engine.m4a
97. Structured Lifecycle Engine.m4a
98. Enterprise Structured Product Architecture Case.m4a
99. Tier-1 Structured Product Implementation Lab.m4a
100. NorthStar Structured Products Capstone.m4a
Module 09 - CTRM_ETRM Engineering & Capstone.mp4
Module 09 - CTRM_ETRM Engineering & Capstone.chapters.txt
Module 09 - CTRM_ETRM Engineering & Capstone.png

Module PDFs and Labs

IM7_Module_00_Structured_Product_Foundations_DurgaAnalytics.pdf
IM7_Module_01_Vanilla_Multi_Leg_Strategies_DurgaAnalytics.pdf
IM7_Module_02_Collars_Participating_Hedges_and_Price_Corridors_DurgaAnalytics.pdf
IM7_Module_03_Accumulators_Decumulators_and_Leveraged_Fixing_Structures_DurgaAnalytics.pdf
IM7_Module_04_TARFs_and_Target_Based_Structures_DurgaAnalytics.pdf
IM7_Module_05_Callable_Extendible_and_Contingent_Structures_DurgaAnalytics.pdf
IM7_Module_06_Structured_Spread_and_Multi_Commodity_Products_DurgaAnalytics.pdf
IM7_Module_07_Valuation_Greeks_PnL_and_Hedging_DurgaAnalytics.pdf
IM7_Module_08_Credit_Lifecycle_Accounting_and_Product_Control_DurgaAnalytics.pdf
IM7_Module_09_CTRM_ETRM_Engineering_and_Capstone_DurgaAnalytics.pdf
IM7_Labs.zip