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Derivatives Part 2

25 lessons

What's inside

  1. 1CFA Level 2: Derivatives Part 2 – IntroductionFree
  2. 2Introduction to OptionsFree
  3. 3Synthetic Options and RationaleFree
  4. 4One Period Binomial Option Pricing ModelFree
  5. 5Call Option Price FormulaFree
  6. 6Binomial Interest Rate Options PricingFree
  7. 7Black-Scholes-Merton (BSM) Option Pricing ModelFree
  8. 8Black-Scholes-Merton Model and the GreeksFree
  9. 9Dynamic Delta Hedging & Gamma Related IssuesFree
  10. 10Estimating Volatility for Option PricingFree
  11. 11Put-Call Parity for Options on ForwardsFree
  12. 12Introduction to SwapsFree
  13. 13Plain Vanilla Interest Rate SwapFree
  14. 14Equity SwapsFree
  15. 15Currency SwapsFree
  16. 16Swap Pricing vs. Swap ValuingFree
  17. 17Pricing and Valuing a Plain Vanilla Interest Rate SwapFree
  18. 18Pricing and Valuing Currency SwapsFree
  19. 19Pricing and Valuing Equity SwapsFree
  20. 20Swaps as Theoretical Equivalents of Other DerivativesFree
  21. 21Swaptions and their ValuationFree
  22. 22Swap Credit Risk and Swap SpreadFree
  23. 23Interest Rate Derivatives - Caps and FloorsFree
  24. 24Credit Default Swaps (CDS)Free
  25. 25Credit Derivative Trading StrategiesFree