CFA Level II Derivatives

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.

The Exam Success Difference

  • 20+ years of CFA exam prep experience
  • CFA Institute approved prep provider
  • Engaging, motivating and inspirational educator
  • Straight to the point - exam focused approach
  • Remove your pain points - avoid study traps

CFA Level II Derivatives
Course Content

There are 8 sections included in the course:

  • 1

    CFA Study Materials

    • Prof. Gordon's Welcome Message

    • Study Notes - Study Session 14
  • 2

    Pricing and Valuation of Forward Commitments Part 1

  • 3

    Pricing and Valuation of Forward Commitments Part 2

    • Pricing and Valuation of Forward Commitments Intro Part 2

    • Pricing and Valuation of Forward Commitments Lesson Part 2
  • 4

    Pricing and Valuation of Forward Commitments Part 3

    • 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
  • 5

    Valuation of Contingent Claims Part 1

    • 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
  • 6

    Valuation of Contingent Claims Part 2

    • Valuation of Contingent Claims Intro Part 2

    • Valuation of Contingent Claims Lesson Part 2
  • 7

    Practice Questions

    • Practice Questions Intro

    • Forwards and Futures Quiz

    • Forwards and Futures Quiz 2

    • Options, SWAPs and Swaptions Quiz

Teaching what you need to know to pass!

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