CA Final AFM | Options Hedging + Deep Concept | Hedge Ratio & Premium price | ICAI Q 22 Solved скачать в хорошем качестве

CA Final AFM | Options Hedging + Deep Concept | Hedge Ratio & Premium price | ICAI Q 22 Solved

🔔 Join Our AFM Learning Hub: 👉 Telegram Channel – https://t.me/TheImperfectCA 👉 Telegram Group (Ask doubts & request topics) – https://t.me/TheimperfectCAAFM ⸻ 🎯 What This Video Covers: In this deep-dive video from The Imperfect CA, we solve a comprehensive question on Options & Futures from CA Final AFM (Derivatives chapter). But this isn’t just about solving – it’s about understanding every concept used: hedge ratio, perfect hedging, option valuation using probability, and expected return from options. 📌 Topics Explained in Depth: • How to calculate hedge ratio (delta) • Building a perfect hedge using shares + options • Concept of binomial probability in options • How to calculate fair value of a call option using risk-neutral valuation • Time value of money with continuous compounding • Interpreting the risk-free rate (10% p.a.) • How to compute expected return on options • How to apply logic in every step – CA exam style ⸻ 📘 Question Snapshot: Mr. Dayal wants to invest in equity shares of ABC Ltd. (currently ₹600), but expects volatility: – Price may rise to ₹780 (60% probability) – Or fall to ₹480 (40% probability) – Call option strike price: ₹630 (exercisable after 3 months) – Risk-free rate: 10% p.a. You’re required to find: (i) Share and option combination for a perfect hedge (ii) Value of the call option today (iii) Expected rate of return on the option 📚 Appears In: – ICAI Study Material – Derivatives – RTP/MTPs & practice questions – Highly likely for upcoming exam due to conceptual depth ⸻ 🎓 Who Should Watch This: • CA Final AFM Students – Sep 2025 / Jan 2026 / May 2026 • Students confused with futures vs options, and real hedging logic • Learners trying to decode ICAI-style complex scenarios • CFA/MBA students looking to strengthen derivatives foundation • Anyone wanting to master options pricing and payoff logic ⸻ 🧠 Student Tip: Don’t just memorize formulas. Understand the “why” behind each one. For example, why do we discount expected payoffs at risk-free rate in option pricing? That clarity will help you attempt ANY unexpected twist in exam. ⸻ 🎥 About This Channel – “The Imperfect CA” Here, you’ll find: • Fully solved ICAI content (Study Mat, RTP, MTP, Past Papers) • Weekly conceptual videos + exam strategies • Smart study hacks to handle AFM practically • 100% screen-recorded + iPad-based explanation • Practical CA-led teaching with no marketing fluff ✍️ Post your doubts in the Telegram group to get them solved in future videos. ⸻ #CAFinalAFM #AFMCAFinal2025 #CAFinalSep2025 #CAFinalJan2026 #CAFinalMay2026 #CAFinalStrategy #AFMByTheImperfectCA #AFMStudyMaterial #AFMWithoutFaceCam #CAFuturesOptions #AFMConceptClarity #AFMSolvedQuestions #AFMRevisionVideo #OptionPricingExplained #FuturesAndOptionsAFM #HedgingWithOptions #HedgeRatioExplained #RiskFreeRateAFM #CallOptionValuationCAFinal #OptionsDeltaAFM #PerfectHedgeAFM #ExpectedReturnOnOptions #BinomialOptionsModel #OptionsPayoffCAFinal #OptionPricingFormula #AFMFuturesPricing #AFMHedgingStrategy #LearnDerivativesIndia #FinancialHedgingTools #OptionsTradingBasics #StockMarketEducationIndia #CAFinalWithiPadNotes #FinanceMadeSimple #RiskManagementFinance #EquityOptionsExplained #InvestingInDerivatives #CharteredAccountancyIndia #FinancialEducationIndia