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Derivatives Workbook. CFA Institute Investment Series

  • ID: 3989607
  • Book
  • 128 Pages
  • John Wiley and Sons Ltd
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THE COMPANION WORKBOOK TO THE CFA INSTITUTE′S DEFINITIVE GUIDE TO DERIVATIVES

Derivatives Workbook is specifically designed to align with the main book, Derivatives, and provide an expanded and deeper experience with the covered material. It provides learning outcomes and summary overview sections as well as challenging problems with solutions. This hands–on resource is consistent with the objective of the CFA Institute Investment Series to bridge current practice, investment theory, and ethical and professional standards to give you a strong foundation of advanced investment analysis and real–world portfolio management skills. Gain practical experience with:

  • Forward, futures, options, and swaps markets
  • Valuation of forward, futures, options, and swap contracts
  • Best practices for using derivatives in portfolio and risk management

Derivatives Workbook is your best–in–class exercise book from the premier association for investment professionals around the world.

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PART I

Learning Objectives, Summary Overview, and Problems

CHAPTER 1

Derivative Markets and Instruments 3

Learning Outcomes 3

Summary Overview 3

Problems 5

CHAPTER 2

Basics of Derivatives Pricing and Valuation 7

Learning Outcomes 7

Summary Overview 8

Problems 9

CHAPTER 3

Pricing and Valuation of Forward Commitments 13

Learning Outcomes 13

Summary Overview 13

Problems 14

CHAPTER 4

Valuation of Contingent Claims 21

Learning Outcomes 21

Summary Overview 22

Problems 24

CHAPTER 5

Derivatives Strategies 31

Learning Outcomes 31

Summary Overview 31

Problems 32

CHAPTER 6

Risk Management 35

Learning Outcomes 35

Summary Overview 36

Problems 38

CHAPTER 7

Risk Management Applications of Forward and Futures Strategies 47

Learning Outcomes 47

Summary Overview 47

Problems 49

CHAPTER 8

Risk Management Applications of Option Strategies 53

Learning Outcomes 53

Summary Overview 53

Problems 56

CHAPTER 9

Risk Management Applications of Swap Strategies 61

Learning Outcomes 61

Summary Overview 61

Problems 64

PART II

Solutions

CHAPTER 1

Derivative Markets and Instruments 75

Solutions 75

CHAPTER 2

Basics of Derivatives Pricing and Valuation 79

Solutions 79

CHAPTER 3

Pricing and Valuation of Forward Commitments 83

Solutions 83

CHAPTER 4

Valuation of Contingent Claims 89

Solutions 89

CHAPTER 5

Derivatives Strategies 93

Solutions 93

CHAPTER 6

Risk Management 95

Solutions 95

CHAPTER 7

Risk Management Applications of Forward and Futures Strategies 101

Solutions 101

CHAPTER 8

Risk Management Applications of Option Strategies 105

Solutions 105

CHAPTER 9

Risk Management Applications of Swap Strategies 111

Solutions 111

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Wendy L. Pirie
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