2024 CFA Program Curriculum Level I Volume 5 Derivatives Alternative Investment 1st Edition by CFA Institute ISBN 1953337538 9781953337535

2024 CFA Program Curriculum Level I Volume 5 Derivatives Alternative Investment 1st Edition by CFA Institute- Ebook PDF Instant Download/Delivery:1953337538, 9781953337535

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Product details:

ISBN 10: 1953337538
ISBN 13: 9781953337535
Author:  CFA Institute

Table of contents:

Derivatives

Learning Module 1: Derivative Instrument and Derivative Market Features

• Introduction
• Derivative Features
• Derivative Underlyings
• Derivative Markets
• Practice Problems
• Solutions

Learning Module 2: Forward Commitment and Contingent Claim Features and Instruments

• Introduction
• Forwards, Futures, and Swaps
• Options
• Credit Derivatives
• Forward Commitments vs. Contingent Claims
• Practice Problems
• Solutions

Learning Module 3: Derivative Benefits, Risks, and Issuer and Investor Uses

• Introduction
• Derivative Benefits
• Derivative Risks
• Issuer of Derivatives
• Investor Use of Derivatives
• Practice Problems
• Solutions

Learning Module 4: Arbitrage, Replication, and the Cost of Carry in Pricing Derivatives

• Introduction
• Arbitrage
• Replication
• Costs and Benefits Associated with Owning the Underlying

Learning Module 5: Pricing and Valuation of Forward Contracts and for an Underlying with Varying Maturities

• Introduction
• Pricing and Valuation of Forward Contracts
• Pricing and Valuation of Interest Rate Forward Contracts
• Practice Problems
• Solutions

Learning Module 6: Pricing and Valuation of Futures Contracts

• Introduction
• Pricing of Futures Contracts at Inception
• MTM Valuation: Forwards vs. Futures
• Interest Rate Futures vs. Forward Contracts
• Forward vs Futures Price Differences
• Interest Rate Forward vs Futures Price Differences
• Effect of Central Clearing of OTC Derivatives
• Practice Problems
• Solutions

Learning Module 7: Pricing and Valuation of Interest Rates and Other Swaps

• Introduction
• Swaps vs. Forwards
• Swap Values and Prices
• Practice Problems
• Solutions

Learning Module 8: Pricing and Valuation of Options

• Introduction
• Option Value relative to the Underlying Spot Price
• Option Exercise Value
• Option Moneyness
• Option Time Value
• Arbitrage
• Replication
• Factors Affecting Option Value
• Practice Problems
• Solutions

Learning Module 9: Option Replication Using Put–Call Parity

• Introduction
• Put–Call Parity
• Option Strategies Based on Put–Call Parity
• Put–Call Forward Parity and Option Applications
• Put–Call Forward Parity
• Option Put – Call Parity Applications: Firm Value
• Practice Problems
• Solutions

Learning Module 10: Valuing a Derivative Using a One-Period Binomial Model

• Introduction
• Binomial Valuation
• The Binomial Model
• Pricing a European Call Option
• Risk Neutrality
• Practice Problems
• Solutions

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