CFA level I - Derivatives

This class was created by Brainscape user Alvaro saez. Visit their profile to learn more about the creator.

By: Alvaro saez
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Decks in this class (11)

Derivative Instruments and Market Features
Etds 1,
Central counterparty ccp 2,
Derivative 3
15  cards
Forward Commitment and Contingent Claim Features and Intruments
Linear derivatives 1,
Initial margin 2,
Maintenance margin 3
15  cards
Derivative Benefits, Risks, and Issuer and Investor Uses
Advantages of derivatives vs cash...,
Benefit of derivative instruments 2,
Basic risk 3
6  cards
Arbitrage, Replication, and the Cost of Carry in Pricing Derivatives
Cost of carry 1,
Eg costs of carry 2,
Costs of carry examples benefits 3
16  cards
Pricing and Valuation of Forward Contracts and for Underlying with Varying Ms
Blank 1
1  cards
Pricing and Valuation of Forward Contracts fro an Underlying with Varying Ms
Forward rate agreement fra 1,
Value of forward swaps and future...,
Value of forward swaps and future...
9  cards
Pricing and Valuation of Futures Contracts
Main difference between futures a...,
What do these daily settlement re...,
What is the futures price at the ...
15  cards
Pricing and Valuation of IR and other Swaps
Par swap rate 1,
Swaps vs fras 2,
Swap rate is equivalent to 3
5  cards
Pricing and Valuation of Options
Option value 1,
Intrinsic exercise value 2,
Why are options evaluated differe...
20  cards
Option Replication Using Put-Call Parity
When does pull call parity hold 1,
What does put call parity allow 2,
Put call forward parity 3
16  cards
Valuing a Derivative Using a One-Period Binomial Model
Hedged portfolio return 1,
Bernoulli trial 2,
Denoting probability in the binom...
19  cards

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CFA level I - Derivatives

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