Futures And Options Rachana Ranade Free Download Exclusive May 2026

  • Pricing drivers: underlying price, strike, time to expiry, volatility, interest rates, dividends.
  • Black–Scholes (European) model: closed-form for option pricing under lognormal assumptions; inputs: S, K, σ, r, T.
  • Greeks (risk sensitivities): Delta, Gamma, Vega, Theta, Rho — used for risk management and hedging.

    • A Futures Contract is an agreement to buy or sell an asset at a predetermined future date and price.

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