CFA L1
/ Derivatives
Subject 07 · Derivatives
Derivatives
Phái sinh — forwards, futures, options, swaps; arbitrage, replication, định giá.
Exam weight: 5–8%
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10 modules
M1
Derivative markets and instruments
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M2
Forward commitment and contingent claim features
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M3
Derivative benefits, risks and issuer/investor uses
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M4
Arbitrage, replication, and cost of carry
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M5
Pricing and valuation of forward contracts
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M6
Pricing and valuation of futures contracts
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M7
Pricing and valuation of interest-rate and other swaps
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M8
Pricing and valuation of options
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M9
Option replication using put-call parity
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M10
Valuing a derivative using a one-period binomial model
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