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In this course, you will :
- Be introduced the the various types of derivatives in the markets: forwards, futures, swaps, options and credit derivatives..
- Be able to discuss the benefits and shortcomings of derivatives..
- learn the difference between pricing and valuation for derivatives..
- learn the concepts in pricing and valuation of forwards, futures, swaps, and options..
Syllabus :
1. Derivatives (2023)
- Derivative Instrument and Derivative Market Features
- Forward Commitment and Contingent Claim Features and Instruments
- Derivative Benefits, Risks, and Issuer and Investor Uses
- Arbitrage, Replication, and the Cost of Carry in Pricing Derivatives
- Test Your Understanding
- Pricing and Valuation of Forward Contracts
- Pricing and Valuation of Futures Contracts
- Pricing and Valuation of Swaps
- Test Your Understanding
- Pricing and Valuation of Options
- Option Replication Using Put–Call Parity
- Valuing a Derivative Using a One-Period Binomial Model
- Test Your Understanding
