木子学习资料库-高端财经-渠道二/25课程新链接/25年一级高等班CFA/2.考纲讲解/06-考纲题目讲解-衍生

主页/渠道二/25课程新链接/25年一级高等班CFA/2.考纲讲解/06-考纲题目讲解-衍生/

1.derivative and describe basic features of a derivative instrument ~1 .sz
10.the value and price of a forward contract ~1 .sz
11.how forward rates are determined for interest rate forward contracts ~1 .sz
12.compare the value and price of forward and futures contracts ~1 .sz
13.explain why forward and futures prices differ ~1 .sz
14.swap contracts are similar to but different from a series of forward contracts ~1 .sz
15.contrast the value and price of swaps ~1 .sz
16.the exercise value, moneyness, and time value of an option ~1 .sz
17.use of arbitrage and replication concepts in pricing forward commitments and contingent claims ~1 .sz
18.factors that determine the value of an option and how each factor affects the value of an option ~1 .sz
19.put–call forward parity for European options ~1 .sz
2.the basic features of derivative markets, and contrast OTC and exchange-traded derivative markets ~1 .sz
20.put–call forward parity for European options ~1 .sz
21.how to value a derivative using a one-period binomial model ~1 .sz
22.concept of risk neutrality in derivatives pricing ~1 .sz
3.forward contracts, futures contracts, swaps, options, and credit derivatives ~1 .sz
4.the value at expiration and profit from a long or a short position in a call or put option ~1 .sz
5.forward commitments with contingent claims ~1 .sz
6.benefits and risks of derivative instruments ~1 .sz
7.compare the use of derivatives among issuers and investors ~1 .sz
8.arbitrage and replication are used in pricing ~1 .sz
9.difference between the spot and expected future price of an underlying and the cost of carry ~1 .sz