CFA Level 2 | Derivatives: Pricing Forward Rate Agreements (FRA)

Описание к видео CFA Level 2 | Derivatives: Pricing Forward Rate Agreements (FRA)

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CFA Level 2
Topic: Derivatives
Reading: Pricing and Valuation of Forward Commitments

In this video, I show how an FRA contract is priced using the formula from the textbook and a quick shortcut. For LIBOR rates, simple interest is assumed for discounting.

Valuing FRA contract:    • CFA Level 2 | Derivatives: Valuing Fo...  

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