Pricing and Valuation of Forward Commitments 2024 Level II CFA® Exam –Derivatives–Module 1

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Prep Packages for the CFA® Program offered by AnalystPrep (study notes, video lessons, question bank, mock exams, and much more): • Level I: https://analystprep.com/shop/cfa-leve... • Level II: https://analystprep.com/shop/learn-pr... • Levels I, II III (Lifetime access): https://analystprep.com/shop/cfa-unli... • Prep Packages for the FRM® Program: • FRM Part I Part II (Lifetime access): https://analystprep.com/shop/unlimite... • Topic 7– Derivatives • Module 1 – Pricing and Valuation of Forward Commitments • 0:00 Introduction and Learning Outcome Statements • 6:55 LOS: Describe the carry arbitrage model without underlying cashflows and with underlying cashflows. • 22:16 LOS: Describe how equity forwards and futures are priced and calculate and interpret their no-arbitrage value. • 31:32 LOS: Describe how interest rate forwards and futures are priced and calculate and interpret their no-arbitrage value. • 43:49 LOS: Describe how fixed-income forwards and futures are priced and calculate and interpret their no-arbitrage value. • 49:40 LOS: Describe how interest rate swaps are priced and calculate and interpret their no-arbitrage value. • 1:01:33 LOS: Describe how currency swaps are priced and calculate and interpret their no-arbitrage value. • 1:04:15 LOS: Describe how equity swaps are priced and calculate and interpret their no-arbitrage value.

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