- CFA Exams
- 2025 Level II
- Topic 7. Derivatives
- Learning Module 31. 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 describe the carry forward model without underlying cashflows and with underlying cashflows; | |
| 2. Carry Arbitrage describe how equity forwards and futures are priced, and calculate and interpret their no-arbitrage value; | |
| 3. Pricing Equity Forwards and Futures describe how interest rate forwards and futures are priced, and calculate and interpret their no-arbitrage value; | |
| 4. Interest Rate Forward and Futures Contracts describe how fixed-income forwards and futures are priced, and calculate and interpret their no-arbitrage value; | |
| 5. Pricing Fixed-Income Forward and Futures Contracts describe how fixed-income forwards and futures are priced, and calculate and interpret their no-arbitrage value; | |
| 6. Currency Forward and Futures Contracts describe how interest rate swaps are priced, and calculate and interpret their no-arbitrage value; | |
| 7. Pricing and Valuing Swap Contracts describe how interest rate swaps are priced, and calculate and interpret their no-arbitrage value; | |
| 8. Interest Rate Swap Contracts describe how currency swaps are priced, and calculate and interpret their no-arbitrage value; | |
| 9. Currency Swap Contracts describe how equity swaps are priced, and calculate and interpret their no-arbitrage value. | |
| 10. Equity Swap Contracts describe and interpret the binomial option valuation model and its component terms; describe how the value of a European option can be analyzed as the present value of the option's expected payoff at expiration; |
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