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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

Start
04

One Period Binomial Option Pricing Model

Start
05

Call Option Price Formula

Start
06

Binomial Interest Rate Options Pricing

Start
07

Black-Scholes-Merton (BSM) Option Pricing Model

Start
08

Black-Scholes-Merton Model and the Greeks

Start
09

Dynamic Delta Hedging & Gamma Related Issues

Start
10

Estimating Volatility for Option Pricing

Start
11

Put-Call Parity for Options on Forwards

Start
12

Introduction to Swaps

Start
13

Plain Vanilla Interest Rate Swap

Start
14

Equity Swaps

Start
15

Currency Swaps

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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

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24

Credit Default Swaps (CDS)

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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