June 2020 CFA Level 2: CFA Exam Preparation (study notes, practice questions and mock exams)

Learning Outcome Statements

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1. Principles of Arbitrage-Free Pricing and Valuation of Forward Commitments a. describe and compare how equity, interest rate, fixed-income, and currency forward and futures contracts are priced and valued; b. calculate and interpret the no-arbitrage value of equity, interest rate, fixed-income, and currency forward and futures contracts;
2. No-Arbitrage Forward Contracts a. describe and compare how equity, interest rate, fixed-income, and currency forward and futures contracts are priced and valued; b. calculate and interpret the no-arbitrage value of equity, interest rate, fixed-income, and currency forward and futures contracts;
3. Equity Forward and Futures Contracts a. describe and compare how equity, interest rate, fixed-income, and currency forward and futures contracts are priced and valued; b. calculate and interpret the no-arbitrage value of equity, interest rate, fixed-income, and currency forward and futures contracts;
4. Interest Rate Forward and Futures Contracts a. describe and compare how equity, interest rate, fixed-income, and currency forward and futures contracts are priced and valued; b. calculate and interpret the no-arbitrage value of equity, interest rate, fixed-income, and currency forward and futures contracts;
5. Fixed-Income Forward and Futures Contracts a. describe and compare how equity, interest rate, fixed-income, and currency forward and futures contracts are priced and valued; b. calculate and interpret the no-arbitrage value of equity, interest rate, fixed-income, and currency forward and futures contracts;
6. Currency Forward and Futures Contracts a. describe and compare how equity, interest rate, fixed-income, and currency forward and futures contracts are priced and valued; b. calculate and interpret the no-arbitrage value of equity, interest rate, fixed-income, and currency forward and futures contracts;
7. Pricing and Valuing Swap Contracts c. describe and compare how interest rate, currency, and equity swaps are priced and valued; d. calculate and interpret the no-arbitrage value of interest rate, currency, and equity swaps.
8. Interest Rate Swap Contracts c. describe and compare how interest rate, currency, and equity swaps are priced and valued; d. calculate and interpret the no-arbitrage value of interest rate, currency, and equity swaps.
9. Currency Swap Contracts c. describe and compare how interest rate, currency, and equity swaps are priced and valued; d. calculate and interpret the no-arbitrage value of interest rate, currency, and equity swaps.
10. Equity Swap Contracts c. describe and compare how interest rate, currency, and equity swaps are priced and valued; d. calculate and interpret the no-arbitrage value of interest rate, currency, and equity swaps.