Derivatives – CFA Level 1
Prepare for your CFA Level 1 exam with our comprehensive course on Derivatives. Learn about markets, pricing, valuation, and more. Get exam tips and tricks, practice questions, and expert guidance. Suitable for CFA candidates and anyone interested in derivatives. Start your preparation today!
What you’ll learn
- Derivatives – Basics, Markets, Pricing and Valuation
- Ready for exam for CFA Level 1 and any other related courses
- Derivative Markets and Instruments
- Basics of Derivative Pricing and Valuation
Learn everything about Derivatives required for the CFA Level 1. The topics included are – Derivative Markets and Instruments, Basics of Derivative Pricing and Valuation. It has concepts, calculations, exam tips and tricks and questions and doubts by students. Recording in 2021. Need to have BA II plus calculator with you. You can also use this lecture for your 2022 exam preparations.
Derivatives introduction :
Meaning and Uses
Structure and Markets
Forward Contracts :
Types of Forward commitments
Meaning of Forward Contracts
Settlement of Forward Contracts
Futures Contracts :
Meaning of Futures Contracts
Settlement of Futures Contracts
Futures Margin & Futures Price Limit
Swaps :
Meaning of Swap
Plain Vanilla Swap
Swap Settlement
FRA :
Forward Contracts on Interest rates
Credit Derivatives & Types:
Total return swap
Credit spread options
Credit linked note
Credit default swap
Benefits and Criticism of Derivatives
Arbitrage :
Arbitrage and its role in Derivative pricing
Hedging and Arbitrage in Derivatives
Derivatives Pricing
Basics of Derivatives Pricing
Arbitrage and Replication
The Concept of Pricing vs. Valuation
Benefit and cost of holding the Underlying asset
Pricing and Valuation
Forward Contracts
Futures Contracts
Swap Contracts
Contingent Claims: Options
Long Call
Short Call
Long Put
Short Put
Comparison of Options
Option Valuation
Moneyness of Option
Valuation (Premium) of Option
Factors that determine the value of an option
Parity
Put Call Parity with Spot
Put Call Parity with Forward
Rearranging PCP
Option Pricing Model: Binomial Option pricing model
European vs American Option pricing difference
Subjects – Level 1
Weightage
Average Questions
Ethics
15-20%
32
Quantitative Methods
8-12%
18
Economics
8-12%
18
Financial Reporting and Analysis
13-17%
27
Corporate Finance
8-12%
18
Equity Investments
8-12%
18
Fixed Income Investments
10-12%
20
Derivative Investments
5-8%
12
Alternative Investments
5-8%
12
Portfolio Management
5-8%
12
Who this course is for:
- CFA Candidates preparing for Level 1, Derivative Markets and Instruments, Basics of Derivative Pricing and Valuation
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