CFA® Level II Derivatives
Includes:
1) CFA Study Notes (46 pages)
2) Lesson Videos (5 videos, 3.25 hours)
3) Quick Teaching Clips (10 clips, 2 to 13 minutes)
4) Practice Questions (3 Item Sets)
Canadian Dollar Pricing: $79 (+tax)
Often CFA exam candidates are overwhelmed by the derivatives material. Our derivatives study materials will help you build confidence regarding pricing and valuation of forward commitments and valuation of contingent claims.
This course cracks the exam code by showing you how to:
Price and value equity and bond futures and forward contracts.
Calculate the price and value of an FRA.
Price and value an Interest Rate Swap, Currency Swap or Equity Swap.
Use the binomial option pricing model for equities and interest rates.
Analyse and interpret option delta, gamma and implied volatility.
Easily remember and interpret Black Scholes Merton model inputs.
Interpret the Black model for Interest Rate Options and Swaptions.
There are 8 sections included in the course:
Prof. Gordon's Welcome Message
Study Notes - Study Session 14
Derivatives Introduction
Pricing and Valuation of Forward Commitments Intro
Pricing and Valuation of Forward Commitments Lesson Part 1
Quick Teaching Video Clips Introduction
FREE PREVIEWFRA Basics
FRA Price Calculation
FRA Value Calculation
Pricing and Valuation of Forward Commitments Intro Part 2
Pricing and Valuation of Forward Commitments Lesson Part 2
Pricing and Valuation of Forward Commitments Intro Part 3
Pricing and Valuation of Forward Commitments Lesson Part 3
Quick Teaching Video Clips Intro
Interest Rate Swap Basics
Swap Price
Swap Price Calculation
Currency Swap Value Calculation
Valuation of Contingent Claims Intro
Valuation of Contingent Claims Lesson Part 1
Quick Teaching Video Clips Intro
Binomial Option Model Basics
Binomial Option Pricing Model
Put Call Parity
Valuation of Contingent Claims Intro Part 2
Valuation of Contingent Claims Lesson Part 2
Practice Questions Intro
Forwards and Futures Quiz
Forwards and Futures Quiz 2
Options, SWAPs and Swaptions Quiz