木子学习资料库-高端财经-2026CFA一级/GD/2.考纲讲解/06-考纲题目讲解-衍生

主页/2026CFA一级/GD/2.考纲讲解/06-考纲题目讲解-衍生/

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