2025 CFA Level II Exam: Topic 7. Derivatives - Learning Module 31. Pricing and Valuation of Forward Commitments

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	1. Principles of Arbitrage-Free Pricing and Valuation of Forward Commitments describe the carry forward model without underlying cashflows and with underlying cashflows;
	2. Carry Arbitrage describe the carry forward model without underlying cashflows and with underlying cashflows;
	3. Pricing Equity Forwards and Futures describe how equity forwards and futures are priced, and calculate and interpret their no-arbitrage value;
	4. Interest Rate Forward and Futures Contracts describe how interest rate forwards and futures are priced, and calculate and interpret their no-arbitrage value;
	5. Pricing Fixed-Income Forward and Futures Contracts describe how fixed-income forwards and futures are priced, and calculate and interpret their no-arbitrage value;
	6. Currency Forward and Futures Contracts describe how fixed-income forwards and futures are priced, and calculate and interpret their no-arbitrage value;
	7. Pricing and Valuing Swap Contracts describe how interest rate swaps are priced, and calculate and interpret their no-arbitrage value;
	8. Interest Rate Swap Contracts describe how interest rate swaps are priced, and calculate and interpret their no-arbitrage value;
	9. Currency Swap Contracts describe how currency swaps are priced, and calculate and interpret their no-arbitrage value;
	10. Equity Swap Contracts describe how equity swaps are priced, and calculate and interpret their no-arbitrage value.

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