June 2020 CFA Level 1: CFA study reading

June 2016 Level II > Study Session 16. Derivatives Investments: Forwards and Futures > Reading 47. Forward Markets and Contracts

Learning Outcome Statements

1. Generic pricing and valuation of a forward contract

2. Off-market forward contract

3. Pricing and valuation of equity forward contracts

4. Pricing and valuation of fixed income security, interest rate and currency forward contracts

5. Credit risk and forward contracts