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Derivatives Part 2
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Derivatives Part 2
Course Syllabus
01
CFA Level 2: Derivatives Part 2 – Introduction
Start
02
Introduction to Options
Start
03
Synthetic Options and Rationale
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04
One Period Binomial Option Pricing Model
Preview
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05
Call Option Price Formula
Preview
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06
Binomial Interest Rate Options Pricing
Preview
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07
Black-Scholes-Merton (BSM) Option Pricing Model
Preview
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08
Black-Scholes-Merton Model and the Greeks
Preview
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09
Dynamic Delta Hedging & Gamma Related Issues
Preview
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10
Estimating Volatility for Option Pricing
Preview
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11
Put-Call Parity for Options on Forwards
Preview
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12
Introduction to Swaps
Preview
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13
Plain Vanilla Interest Rate Swap
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14
Equity Swaps
Preview
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15
Currency Swaps
Preview
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16
Swap Pricing vs. Swap Valuing
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17
Pricing and Valuing a Plain Vanilla Interest Rate Swap
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18
Pricing and Valuing Currency Swaps
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19
Pricing and Valuing Equity Swaps
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20
Swaps as Theoretical Equivalents of Other Derivatives
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21
Swaptions and their Valuation
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22
Swap Credit Risk and Swap Spread
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23
Interest Rate Derivatives - Caps and Floors
Preview
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24
Credit Default Swaps (CDS)
Preview
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25
Credit Derivative Trading Strategies
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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