Derivatives III - DrWaleKesh

Home » Courses » Derivatives III

Course Content

Expand All

Options Strategies 11 Topics

Expand

Lesson Content

0% Complete 0/11 Steps

a. demonstrate how an asset’s returns may be replicated by using options

b. discuss the investment objective(s), structure, payoff, risk(s), value at expiration, profit, maximum profit, maximum loss, and breakeven underlying price at expiration of a covered call position

c. discuss the investment objective(s), structure, payoff, risk(s), value at expiration, profit, maximum profit, maximum loss, and breakeven underlying price at expiration of a protective put position

d. compare the delta of covered call and protective put positions with the position of being long an asset and short a forward on the underlying asset

e. compare the effect of buying a call on a short underlying position with the effect of selling a put on a short underlying position

f. discuss the investment objective(s), structure, payoffs, risk(s), value at expiration, profit, maximum profit, maximum loss and breakeven underlying price at expiration of the following option strategies: bull spread, bear spread, straddle and collar

g. describe uses of calendar spreads

h. discuss volatility skew and smile

i. identify and evaluate appropriate option strategies consistent with given investment objectives

j. demonstrate the use of options to achieve targeted equity risk exposures

Curriculum Questions

Swaps, Forwards and Futures Strategies 7 Topics

Expand

Lesson Content

0% Complete 0/7 Steps

a. demonstrate how interest rate swaps, forwards, and futures can be used to modify a portfolio’s risk and return

b. demonstrate how currency swaps, forwards, and futures can be used to modify a portfolio’s risk and return

c. demonstrate how equity swaps, forwards, and futures can be used to modify a portfolio’s risk and return

d. demonstrate the use of volatility derivatives and variance swaps

e. demonstrate the use of derivatives to achieve targeted equity and interest rate risk exposures

f. demonstrate the use of derivatives in asset allocation, rebalancing, and inferring market expectations

Curriculum Questions

About Instructor

Olawale Keshinro

27 Courses

+23 enrolled

Not Enrolled

Take this Course

Course Includes

2 Lessons
18 Topics

© 2002-2023 Drwalekesh. all rights reserved.

CFA Institute does not endorse, promote, or warrant the accuracy or quality of the products or services offered by Wale Kesh. CFA Institute, CFA®, and Chartered Financial Analyst® are trademarks owned by CFA Institute.

GARP does not endorse, promote, or warrant the accuracy or quality of the products or services offered by Wale Kesh. FRM®, GARP® and Global Association of Risk Professionals are trademarks owned by Global Association of Risk Professionals.