- CFA Exams
- Level II 2021
- Study Session 14. Derivatives
- Reading 37. Pricing and Valuation of Forward Commitments
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Learning Outcome Statements PDF Download
| 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. |
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