CFA Level 2 Derivatives
Covers the CFA Level 2 Derivatives readings.
Includes teaching videos, learning exercises and practice questions.
Access from date of purchase to exam day.
Canadian Dollar pricing: $49(+tax)
Introduction
Pricing and Valuing General Concepts
Concept Check: 1
Carry Arbitrage and Reverse Carry Arbitrage Models
Concept Check: 2
Extending the Simple Pricing Model to include Costs and Benefits
Concept Check: 3
Interest Rate Forwards and Futures
Forward Rate Agreements (FRAs)
FRA Payment Example
FRA Price
FRA Value
Fixed Income Futures/Forwards
Pricing Fixed Income Forwards
Pricing Fixed Income Futures
Arbitrage and Value of Fixed Income Futures/Forwards
Currency Forwards
Concept Check: 4
Pricing Swaps
Concept Check: 5
Valuing Swaps
Pricing and Valuing Currency Swaps