Pricing and Valuation of Forward Commitments (2024 Level II CFA® Exam –Derivatives–Module 1)

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Topic 7– Derivatives
Module 1 – Pricing and Valuation of Forward Commitments
0:00 Introduction and Learning Outcome Statements
6:55 LOS: Describe the carry arbitrage model without underlying cashflows and with underlying cashflows.
22:16 LOS: Describe how equity forwards and futures are priced and calculate and interpret their no-arbitrage value.
31:32 LOS: Describe how interest rate forwards and futures are priced and calculate and interpret their no-arbitrage value.
43:49 LOS: Describe how fixed-income forwards and futures are priced and calculate and interpret their no-arbitrage value.
49:40 LOS: Describe how interest rate swaps are priced and calculate and interpret their no-arbitrage value.
1:01:33 LOS: Describe how currency swaps are priced and calculate and interpret their no-arbitrage value.
1:04:15 LOS: Describe how equity swaps are priced and calculate and interpret their no-arbitrage value.