SCHWESERNOTES 2023 LEVEL II CFA BOOK 4 FIXED INCOME DERIVATIVES AND ALTERNATIVE INVESTMENTS 1st Edition by Kaplan Schweser ISBN 1078825912 9781078825917

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ISBN 10: 1078825912
ISBN 13: 9781078825917
Author: Kaplan Schweser

SCHWESERNOTES 2023 LEVEL II CFA BOOK 4 FIXED INCOME DERIVATIVES AND ALTERNATIVE INVESTMENTS 1st Edition Table of contents:

Book 4: Fixed Income, Derivatives, and Alternative Investments
Learning Outcome Statements (LOS)
Reading 42 Fixed-Income Securities: Defining Elements
Exam Focus
Module 42.1: Bond Indentures, Regulation, and Taxation
Issuers of Bonds
Bond Maturity
Par Value
Coupon Payments
Currencies
Issuing entities
Sources of repayment
Collateral and credit enhancements
Taxation of Bond Income
Module 42.2: Bond Cash Flows and Contingencies
Floating-Rate Notes
Other Coupon Structures
Putable Bonds
Convertible Bonds
Warrants
Contingent Convertible Bonds
Key Concepts
LOS 42.a
LOS 42.b
LOS 42.c
LOS 42.d
LOS 42.e
LOS 42.f
Answer Key for Module Quizzes
Module Quiz 42.1
Module Quiz 42.2
Reading 43 Fixed-Income Markets: Issuance, Trading, and Funding
Exam Focus
Module 43.1: Types of Bonds and Issuers
Module 43.2: Corporate Debt and Funding Alternatives
Bank Debt
Commercial Paper
Corporate Bonds
Key Concepts
LOS 43.a
LOS 43.b
LOS 43.c
LOS 43.d
LOS 43.e
LOS 43.f
LOS 43.g
LOS 43.h
LOS 43.i
LOS 43.j
Answer Key for Module Quizzes
Reading 44 Introduction to Fixed-Income Valuation
Exam Focus
Module 44.1: Bond Valuation and Yield to Maturity
Calculating the Value of an Annual Coupon Bond
Relationship Between Price and Maturity
Module 44.2: Spot Rates and Accrued Interest
Module 44.3: Yield Measures
Yield Measures for Fixed-Rate Bonds
Floating-Rate Note Yields
Module 44.4: Yield Curves
The Relationship Between Short-Term Forward Rates and Spot Rates
Forward Rates Given Spot Rates
Valuing a Bond Using Forward Rates
Module 44.5: Yield Spreads
Zero-Volatility and Option-Adjusted Spreads
Key Concepts
LOS 44.a
LOS 44.b
LOS 44.c
LOS 44.d
LOS 44.e
LOS 44.f
LOS 44.g
LOS 44.h
LOS 44.i
LOS 44.j
LOS 44.k
Answer Key for Module Quizzes
Reading 45 Introduction to Asset-Backed Securities
Exam Focus
Module 45.1: Structure of Mortgage-Backed Securities
Maturity
Interest Rate
Amortization of Principal
Prepayment Provisions
Foreclosure
Module 45.2: Prepayment Risk and Non-Mortgage-Backed ABS
Prepayment Risk
Collateralized Mortgage Obligations
Sequential Pay CMO
Planned Amortization Class (PAC) CMO
Nonagency RMBS
Auto Loan ABS
Credit Card ABS
Key Concepts
LOS 45.a
LOS 45.b
LOS 45.c
LOS 45.d
LOS 45.e
LOS 45.f
LOS 45.g
LOS 45.h
LOS 45.i
LOS 45.j
Answer Key for Module Quizzes
Reading 46 Understanding Fixed-Income Risk and Return
Exam Focus
Module 46.1: Sources of Returns, Duration
Macaulay Duration
Modified Duration
Approximate Modified Duration
Effective Duration
Module 46.2: Interest Rate Risk and Money Duration
Module 46.3: Convexity and Yield Volatility
Key Concepts
LOS 46.a
LOS 46.b
LOS 46.c
LOS 46.d
LOS 46.e
LOS 46.f
LOS 46.g
LOS 46.h
LOS 46.i
LOS 46.j
LOS 46.k
LOS 46.l
LOS 46.m
Answer Key for Module Quizzes
Reading 47 Fundamentals of Credit Analysis
Exam Focus
Module 47.1: Credit Risk and Bond Ratings
Capacity
Industry structure
Industry fundamentals
Company fundamentals
Collateral
Covenants
Character
Module 47.2: Evaluating Credit Quality
Profits and Cash Flows
Leverage Ratios
Coverage Ratios
High Yield Debt
Sovereign Debt
Non-Sovereign Government Bonds
Key Concepts
LOS 47.a
LOS 47.b
LOS 47.c
LOS 47.d
LOS 47.e
LOS 47.f
LOS 47.g
LOS 47.h
LOS 47.i
LOS 47.j
Answer Key for Module Quizzes
Topic Quiz: Fixed Income
Reading 48 Derivative Instrument and Derivative Market Features
Module 48.1: Derivatives Markets
Underlying Assets and Variables
Exchange-Traded Derivatives
Dealer (OTC) Markets for Derivatives
Key Concepts
LOS 48.a
LOS 48.b
Answer Key for Module Quizzes
Reading 49 Forward Commitment and Contingent Claim Features and Instruments
Module 49.1: Forwards and Futures
Forward Contracts
Futures Contracts
Module 49.2: Swaps and Options
Swaps
Credit Swaps
Options
Call Option Profits and Losses
Put Option Profits and Losses
Key Concepts
LOS 49.a
LOS 49.b
LOS 49.c
Answer Key for Module Quizzes
Reading 50 Derivative Benefits, Risks, and Issuer and Investor Uses
Module 50.1: Uses, Benefits, and Risks of Derivatives
Advantages of Derivatives
Ability to change risk allocation, transfer risk, and manage risk
Information discovery
Operational advantages
Improved market efficiency
Risks of Derivatives
Implicit leverage
Basis risk
Liquidity risk
Counterparty credit risk
Systemic risk
Derivatives Use by Issuers
Derivatives Use by Investors
Key Concepts
LOS 50.a
LOS 50.b
Answer Key for Module Quizzes
Reading 51 Arbitrage, Replication, and the Cost of Carry in Pricing Derivatives
Module 51.1: Arbitrage, Replication, and Carrying Costs
Forward Contracts on Currencies
Key Concepts
LOS 51.a
LOS 51.b
Answer Key for Module Quizzes
Reading 52 Pricing and Valuation of Forward Contracts and for an Underlying with Varying Maturities
Module 52.1: Forward Contract Valuation
Key Concepts
LOS 52.a
LOS 52.b
Answer Key for Module Quizzes
Reading 53 Pricing and Valuation of Futures Contracts
Module 53.1: Futures Valuation
Key Concepts
LOS 53.a
LOS 53.b
Answer Key for Module Quizzes
Reading 54 Pricing and Valuation of Interest Rates and Other Swaps
Module 54.1: Swap Valuation
Key Concepts
LOS 54.a
LOS 54.b
Answer Key for Module Quizzes
Reading 55 Pricing and Valuation of Options
Module 55.1: Option Valuation
Upper Bound for Call Options
Upper Bound for Put Options
Lower Bounds for Options
Key Concepts
LOS 55.a
LOS 55.b
LOS 55.c
Answer Key for Module Quizzes
Reading 56 Option Replication Using Put–Call Parity
Module 56.1: Put–Call Parity
Application of Options Theory to Corporate Finance
Key Concepts
LOS 56.a
LOS 56.b
Answer Key for Module Quizzes
Reading 57 Valuing a Derivative Using a One-Period Binomial Model
Module 57.1: Binomial Model for Option Values
Key Concepts
LOS 57.a
LOS 57.b
Answer Key for Module Quizzes
Topic Quiz: Derivatives
Reading 58 Categories, Characteristics, and Compensation Structures of Alternative Investments
Module 58.1: Alternative Investment Structures
Fee Structures
Key Concepts
LOS 58.a
LOS 58.b
LOS 58.c
Answer Key for Module Quizzes
Reading 59 Performance Calculation and Appraisal of Alternative Investments
Module 59.1: Performance Appraisal and Return Calculations
Performance Appraisal for Private Capital and Real Estate
Negotiated fee structures
Key Concepts
LOS 59.a
LOS 59.b
Answer Key for Module Quizzes
Reading 60 Private Capital, Real Estate, Infrastructure, Natural Resources, and Hedge Funds
Module 60.1: Private Equity and Private Debt
Private Equity
Private equity strategies
Private equity exit strategies
Private equity potential benefits and risks
Risks and Returns of Private Capital
Module 60.2: Real Estate, Infrastructure, and Natural Resources
Potential Benefits and Risks of Real Estate
Real Estate Investment Due Diligence
Commodities
Potential benefits and risks of commodities
Commodity prices and investments
Commodity valuation
Farmland and Timberland
Module 60.3: Hedge Funds
Hedge Fund Strategies
Hedge Fund Potential Benefits and Risks
Key Concepts
LOS 60.a
LOS 60.b
LOS 60.c
LOS 60.d
LOS 60.e
LOS 60.f
Answer Key for Module Quizzes
Topic Quiz: Alternative Investments
Appendix
Rates, Returns, and Yields
Compounding Frequency
Bond Quotations and Terminology
Internal Rate of Return (IRR)
Money Market Securities
Formulas
Index

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