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Derivatives Part 2

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Derivatives Part 2

Course Syllabus

01

CFA Level 2: Derivatives Part 2 – Introduction

02

Introduction to Options

03

Synthetic Options and Rationale

04

One Period Binomial Option Pricing Model

05

Call Option Price Formula

06

Binomial Interest Rate Options Pricing

07

Black-Scholes-Merton (BSM) Option Pricing Model

08

Black-Scholes-Merton Model and the Greeks

09

Dynamic Delta Hedging & Gamma Related Issues

10

Estimating Volatility for Option Pricing

11

Put-Call Parity for Options on Forwards

12

Introduction to Swaps

13

Plain Vanilla Interest Rate Swap

14

Equity Swaps

15

Currency Swaps

16

Swap Pricing vs. Swap Valuing

17

Pricing and Valuing a Plain Vanilla Interest Rate Swap

18

Pricing and Valuing Currency Swaps

19

Pricing and Valuing Equity Swaps

20

Swaps as Theoretical Equivalents of Other Derivatives

21

Swaptions and their Valuation

22

Swap Credit Risk and Swap Spread

23

Interest Rate Derivatives - Caps and Floors

24

Credit Default Swaps (CDS)

25

Credit Derivative Trading Strategies

What's Included:

eBook in PDF format

All code files used in the book

All data files used in the book

All related book resources

Topics Covered

Securities & Markets

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