JuiceNotes 2024: Derivatives - Chartered Financial Analyst Level I
By FinTree Education Private Ltd
A comprehensive set of study notes (JuiceNotes) designed for the CFA Level I Derivatives curriculum. The document provides visual summaries, charts, and key concepts covering the definition, pricing, and valuation of various derivative instruments including forwards, futures, swaps, and options. It focuses on exam preparation through concise explanations of market mechanics, risk management, and valuation models like put-call parity and the binomial model.
Chapters
Test for Derivative Instrument and Derivative Market Features
View summary and questionsTest for Forward Commitment and Contingent Claim Features and Instruments
View summary and questionsTest for Derivative Benefits, Risks, and Issuer and Investor Uses
View summary and questionsTest for Arbitrage, Replication, and the Cost of Carry in Pricing Derivatives
View summary and questionsTest for Pricing and Valuation of Forward Contracts
View summary and questionsTest for Pricing and Valuation of Futures Contracts
View summary and questionsTest for Pricing and Valuation of Interest Rate and Other Swaps
View summary and questionsTest for Pricing and Valuation of Options
View summary and questionsTest for Option Replication Using Put-Call Parity
View summary and questionsTest for Valuing a Derivative Using a One-Period Binomial Model
View summary and questions